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10) Compute the covariance and correlation between asset 1 and asset 2 and the covariance and correlation between asset 2 and asset 3 State Bad

10) Compute the covariance and correlation between asset 1 and asset 2 and the covariance and correlation between asset 2 and asset 3 State Bad Normal Good Probability Asset1 Asset 2 Asset 3 0.3 0.5 0.2 0.03 0.07 0.11 -0.02 0.04 0.05 0.02 0.01 0.01

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