Question: 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

Security X has expected return of 14% and standard deviation of

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? a a. 0.049 O b. 0.013 O c. 0.018 d. 0.038 e. 0.054

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