Question: RA 3% + 1.3 RM + eA RB -2% + 1.2 RM + eB Market SD 25% R-SquareA 20% R-SquareB 12% Calculate the Covariance between

RA 3% + 1.3 RM + eA
RB -2% + 1.2 RM + eB
Market SD 25%
R-SquareA 20%
R-SquareB 12%
Calculate the Covariance between Stock A and Stock B?

0.0782

0.0846

0.0921

0.0975

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