Calculate the correlation coefficient of security A with security B. Year A % 10.67 12.54 B. % -3.76 21.67 D.% 25.51 18.97 1 S&P, % 0.34 15.94 2 E, % 8.96 29.67 -12.07 25.68 31.08 3 4.66 C% 12.98 45.23 16.52 14.28 -15.53 1.28 19.84 -8.82 5.56 27.34 -11.57 21.42 4 5 6 13.37 4.98 26.22 4.45 15.14 -2.89 21.94 11.35 17.23 -12.87 0.36 0.78 -0.43 -0.49 Question 6 2 pts Calculate the covariance of security C with security D. Year 1 A % 10.67 12.54 B, % -3.76 C,% 12.98 45.23 16.52 E, % 8.96 29.67 D, % 25.51 18.97 -11.57 21.42 S&P, % 0.34 15.94 2 3 - 12.07 4.66 21.67 19.84 13.37 4.98 -8.82 5.56 27.34 21.94 4 14.28 -15.53 1.28 25.68 31.08 -4.45 15.14 5 6 26.22 11.35 17.23 -12.87 -2.89 78.56 75.25 -66.85 -49.93