In the last three days they ______ nothing.
A.did
B.were doing
C.have done
D.do
A.did
B.were doing
C.have done
D.do
Consider an opportunity to invest in two Canadian stocks on an equally-weighted portfolio with return distributions as follow.(1) Calculate the expected returns and standard deviations of the returns for the two stocks. (2) Calculate the expected return and standard deviation of the return for the equally-weighted portfolio. (3) Calculate the covariance of the returns for Maple and Walrus. (4) Calculate the correlation coefficient for Maple and Walrus, and explain the relationship among the standard deviations for Maple, Walrus, and the portfolio?
A、have; when
B、had; than
C、had; when
D、did; when
A、is choosing
B、is chosen
C、was choosing
D、was chosen
A、too fine
B、such a fine
C、such fine
D、so fine a
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