Question: If you are using the single index model, and you want to find the covariance of two components of the portfolio, you have the following

If you are using the single index model, and you want

If you are using the single index model, and you want to find the covariance of two components of the portfolio, you have the following information: the beta for security A is 0.45, and the beta for security B is 0.77. also the market variance is, then the market variance is 0.0654, then the covariance will be a. 0.032566 b. 0.062967 c. 0.022661 d. 0.082263

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