Question: RA 2% + 1.2 RM + eA RB 3% + 0.7 RM + eB Market SD 20% R-SquareA 30% R-SquareB 12% Calculate Covariance between stock

RA 2% + 1.2 RM + eA
RB 3% + 0.7 RM + eB
Market SD 20%
R-SquareA 30%
R-SquareB 12%
Calculate Covariance between stock A and Market?

0.0257

0.0325

0.0480

0.0540

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