Question: A bank is tracking the 1 0 - day performance of asset P and asset Q on a rolling basis. The previous 1 0 day

A bank is tracking the 10-day performance of asset P and asset Q on a rolling
basis. The previous 10 day mean for P and Q were 6.13 and 6.36. Todays price for
P and Q are 7.46 and 5.17. The price 11 days ago for P and Q were 5.79 and 5.84.
What is the new 10 days rolling covariance?

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