$1)$ The standard deviation of return$-$on$-$investment A is $25\%,$ while the standard deviation of return$-$on$-$investment B is $20\%.$ If the correlation coefficient between the returns on A and B is $-0\mathrm{.}260,$ the covariance of returns on A and B isA$)-0\mathrm{.}2080$B$)-0\mathrm{.}0130$c$)0\mathrm{.}0130$D$)0\mathrm{.}2080$

Ok