Solution-What is the covariance between returns a and b

What is the covariance between returns a and b

Reference no: EM132775914

Consider two risky assets (A and B). Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. If the correlation of the returns on A and B is 0.02, What is the covariance between returns A and B?

Reference no: EM132775914

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What is the covariance between returns a and b

Reference no: EM132775914

Reference no: EM132775914

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