Question: Consider two securities, A and B. Security A and B have a correlation coefficient of 0.65. Security A has standard deviation of 12, and security

Consider two securities, A and B. Security A and B have a correlation coefficient of 0.65. Security A has standard deviation of 12, and security B has standard deviation of 25. Calculate the covariance between these two securities.

a) .0300

b) .0461

c) .0261

d) .0195

e) .0200

Need help on how the answer is gotten, I believe the answer is D but I do not know how one would get this answer

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