The first question uses the formula, the correlation coefficient = covariance/assets 1 standard deviation * standard deviation of assets 2, and the result is: 0.5= covariance /0.2*0.4, and the covariance solution is 0.04, so choose A.

The second question A indicates that the systematic risk of a single asset is equivalent to multiple B of market portfolio risk, not the correlation coefficient, but the variance C of market portfolio return rate; For D, that is, the system risk = the risk of market portfolio, and the rate of return is not necessarily equal.