0.2 pts Question 8 You are considering a portfolio of two stocks A and B. The expected returns, standard deviation, and correlation coefficient of stock returns are as follows: E(RA)=0.10 E(RB)=0.15 PA, B=0.7, 0A=0.5, 0g=0.42 2 y If covariance matrix for stocks A and B is = what should be the value of y z in the matrix? (Please round your answer to four decimal places.) C)