Security X has expected return of 14% and standard deviation of 22%. Security Y has expected return

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Security X has expected return of 14% and standard deviation of 22%. Security Y has expected return of 16% and standard deviation of 28%. If the two securities have a correlation coefficient of 0.8, what is their covariance?

Posted Date: May 19, 2024 03:02 PM

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Security X has expected return of 14% and standard deviation of 22%. Security Y has expected return

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