Question: Question 9 Assets A & B have a standard deviation of 15% & 20% respectively and a correlation coefficient of 0.35. The expected return of

Question 9 Assets A & B have a standard deviation of 15% & 20% respectively and a correlation coefficient of 0.35. The expected return of A is 18% and the expected return of B is 25%. The market portfolio has a standard deviation of 18%. The correlation between A and the market portfolio is 0.35. The correlation between B and the market portfolio is 0.56. What is the covariance between A & B? 0.00635 cant tell from the information above 0.01575 0.0068 0.0105

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