The beta of a security is calculated by A: dividing the covariance of the security with the market by the variance of the market. B: dividing the correlation of the security with the market by the variance of the market. C: dividing the variance of the market by the covariance of the security with the market. D: dividing the variance of the market by the correlation of the security with the market.

Assuming the standard deviation of market is 8%, of asset A is 25%，the Covariance of asset A and the market is 0.008. How much is the β of asset A A: 0.10 B: 1.25 C: 0.40 D: 1.60

For known but uncontrollable nuisance factors, which of the following method can we use for processing and analysis. A: Randomization B: Covariance analysis C: Block design D: None

The covariance of the market"s returns with the stock"s returns is 0.007 and the standard deviation of the market"s returns is 0.15. What is the stock"s beta A: 0.23 B: 0.31 C: 0.57

Will the covariance of returns for two common stocks be negative if the actual returns on both stocks tend to be: Above their expected returns Below their expected returns at the same time at the same time （） A: No No B: No Yes C: Yes No