Question: Question 1 Consider two risky assets (A and B). Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset

Question 1

Consider two risky assets (A and B). Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. If the correlation of the returns on A and B is 0.02, What is the covariance between returns A and B?

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