Question: Given the following covariance matrix between returns on X and Y: Y .01 .02 Y .02 .04 2) correlation between X and Y is: -

Given the following covariance matrix between returns on X and Y:

Given the following covariance matrix between returns on X and Y: Y .01 .02 Y .02 .04 2) correlation between X and Y is: - 1.00 0.50 O 0.40 0 0.00 O 1.00

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