Question: Year A B 1 10% 9% 2 -15% 16% 3 14% -10% 4 13% -12% 5 10% 21% 6 13% 11% 7 -12% 14% 8

Year

A

B

1

10%

9%

2

-15%

16%

3

14%

-10%

4

13%

-12%

5

10%

21%

6

13%

11%

7

-12%

14%

8

10%

-10%

9

10%

-12%

10

-19%

21%

What is the correlation and covariance between these two assets?

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