Question: RA 5% + 0.5 RM + eA RB 4% + 0.7 RM + eB Market SD 15% R-SquareA 25% R-SquareB 12% Calculate Covariance between stock

RA 5% + 0.5 RM + eA
RB 4% + 0.7 RM + eB
Market SD 15%
R-SquareA 25%
R-SquareB 12%
Calculate Covariance between stock A and Market?

0.0201

0.0113

0.0174

0.0341

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