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Can some explain to me how to do this question pls , thanks ? ...

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Can some explain to me how to do this question pls , thanks ?

Question 4 1 pts The table below shows the returns that securities A and B will earn in the three possible states 1,2 and 3. The standard deviations have been calculated (correctly) as 22.113% for security A and 12.490% for security B. Probability Security A Security B State 1 40% - 5% State 2 20% 30% State 3 - 10% 1596 The correlation between the returns on A and B is closest to A) - 0.8024 B) -0.5322 C) -0.0223 D) -0.0083 E) -0.0523 STEPHEN REMOVE THE HOUR WORK WEEK

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