(12
(Choose1answer)
(20681) Given the returns for two stocks with the following information, calculate the covariance of the returns for the two stocks. Assume the expected return is 10.8 percent for Stock 1 and 9.7 percent for Stock 2.
Prob
0.4
Stock 1
0.09 0.11
Stock 2
0.5 0.11 0.08
0.1 0.17 0.13
A. 0.000094
B. 0.00051600
C. 0.00032100
D. 0.71750786
