Question: Security A has a standard deviation of 10%. Security B has a standard deviation of 20%. The correlation of returns is 0.7. a. What is

Security A has a standard deviation of 10%. Security B has a standard deviation of 20%. The correlation of returns is 0.7.

a. What is the covariance between the two securities (5 points)?

b. What is the standard deviation of a two-security portfolio invested 30% in security A and 70% in security B

Please show written work. Thank you!!

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