Question: D Question 1 Two securities have the following return distributions: Economy Probability Return of A Return of B 0.08 -0.05 0.10 Good 40% 0.10

D Question 1 Two securities have the following return distributions: Economy Probability

D Question 1 Two securities have the following return distributions: Economy Probability Return of A Return of B 0.08 -0.05 0.10 Good 40% 0.10 Bad 60% 1. What is the covariance between these two securities? 2. What is the correlation coefficient of the two securities? Upload Choose a File 5 pts

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