The expected return return for asset X is E(RX)= (do not round your answer). The expected return return for asset Y is E(RY)= (do not round your answer). The covariance between assets X and Y is given by XY=s=12pS[RX,sE(RX)][RY,sE(RY)]XY=p1[RX,1E(RX)][RY,1E(RY)]+p2[RX,2E(RX)][RY,2E(RY)]XY=[][]+[][]XY= The correlation between assets X and Y is (round to one decimal place). X and Y tend to move in same direction and the dependene between them is moderate