Question: Calculate the covariance between securities A & B based on the following information: Economy Prob. Return on A Return on B Good 0.2 0.20 0.1

Calculate the covariance between securities A & B based on the following information: Economy Prob. Return on A Return on B Good 0.2 0.20 0.1 Okay 0.6 0.10 0.05 Bad 0.2 0.00 0.06

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