Question: QUESTION 19 Consider two securities, A and B. Security A and B have a correlation coefficient of 0.35. Security A has its standard deviation of

QUESTION 19 Consider two securities, A and B. Security A and

QUESTION 19 Consider two securities, A and B. Security A and B have a correlation coefficient of 0.35. Security A has its standard deviation of 21%, and security B has its standard deviation of 1 1.50%. Estimate the covariance between these two securities. a. 0.0195 O b. 0.05 c. 0.00845 Od. 0.00195 O e. 300

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