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2. The universe of available securities includes two risky stock funds, A and B, and T-bills. The data for the universe are as follows: Standard

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2. The universe of available securities includes two risky stock funds, A and B, and T-bills. The data for the universe are as follows: Standard Deviation Expected Return 20% 10% A 60 30 T-bills The correlation coefficient between funds A and B is -2. a) What is the covariance between A and B

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