Question: RA 3% + 0.9 RM + eA RB -2% + 1.2 RM + eB Market SD 15% R-SquareA 20% R-SquareB 12% Calculate the Covariance between

RA 3% + 0.9 RM + eA
RB -2% + 1.2 RM + eB
Market SD 15%
R-SquareA 20%
R-SquareB 12%
Calculate the Covariance between Stock A and Stock B?

0.0324

0.0275

0.0243

0.0214

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