单项选择题:
An analyst does research about correlation. The correlation of return between two securities with equal standard deviation is 0.75. If the covariance of returns in 5.5, the standard deviation of return of one security is closest to:（）
A. 2.7% B. 5.7% C. 7.3%
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答案：A
解析: correlation=covariance/standard deviation2，得出：0.75=5.5/standard deviation2，故 standard deviation=2.7%。