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Assets A & B have standard deviations of 10% and 12% respectively and have a correlation coefficient of 0.25. The expected return of A is

Assets A & B have standard deviations of 10% and 12% respectively and have a correlation coefficient of 0.25. The expected return of A is 18% and the expected return od B is 20%. The market portfolio has a standard deviation of 15%. The correlation between A and the market portfolio is 0.3 and the correlation between B and the market portfolio is 0.5.

What is the covariance between A & B?

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