Question: Given the following covariance matrix between returns on X and Y : 2) correlation between X and Y is: 0.75 0.50 0.00 0.40 1.00

Given the following covariance matrix between returns on X and Y

Given the following covariance matrix between returns on X and Y : 2) correlation between X and Y is: 0.75 0.50 0.00 0.40 1.00

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