Question: Question 12 1 pts State Return State il Return Investment State Ill Return (p=0.3) (p=0.5) (0-02) A 5% 7% 2% B 6% 8% 396 Given
Question 12 1 pts State Return State il Return Investment State Ill Return (p=0.3) (p=0.5) (0-02) A 5% 7% 2% B 6% 8% 396 Given the above information on two investments A and B. Also, Expected Return for Asset B 64%. the Standard Deviation for Asset B & 191 and the correlation between A and B is 0.992 Calculate the covariance between Asset A and Asset B. 435 5.59 387 6.46 5.00
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