Ausets A \& B have a standard deviation of 15% \& 20% reapectively and a correlation coefficient of 0.35. The expected return of A is 18%6 and the expocted retarn of B is 25%. The market portfolio has a itandard deviation of 1896 . The correlation between A and the market portfolio is 0.35. The conelation between B and the market portfolio is 0.56. What is the covariasce berween aswet A and the market pertfolio? irsufficient information 00068 0.00945 001575 a.0105