Question: Given the following expectations for return, risk and correlation, what is the covariance of returns for portfolios of S and B? [Calculate this to

Given the following expectations for return, risk and correlation, what is the

Given the following expectations for return, risk and correlation, what is the covariance of returns for portfolios of S and B? [Calculate this to 5 decimal points] Portfolio S Portfolio B 0.08 0.14 O 0.00064 O 0.00067 E(r) a psb 0.16 0.14 -0.03 O 0.00062 0 -0.00059 -0.00061

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