刘同学2018-12-10 08:05:55

Which one of the following statements about the covariance of returns for stock A and stock B is least likely accurate? A A Covariance ranges from negative infinity to positive infinity. B The covariance of return for stock A Ra with itself is equal to the standard deviation of Ra. C The covariance of returns for two stocks will be negative if the actual return on stock A is below its expected return, while the actual return on stock B is above its expected return at the same time. 老师您好，帮忙解析下这道题，这道题没读懂