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For the stocks A and B you observe the following monthly returns over the last three...

For the stocks A and B you observe the following monthly returns over the last three months: Month A B 1 8.62% 1.80% 2 18.01% 7.04% 3 15.20% 10.91% Compute the covariance and correlation between these two stocks.(rounded to four decimal places)

Select one: a. 0.0011; 0.5267 b. 0.0011; 0.4735 c. 0.0016; 0.6887 d. 0.0016; 0.7300 e. 0.0011; 0.4994

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