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Calculate the covariance of the following ex-ante returns. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234,

Calculate the covariance of the following ex-ante returns. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%).

s ps rA,s rB,s
A 0.03 0.08 0.045
B 0.18 0.19 0.045
C 0.29 0.36 0.045
D 0.29 0.18 0.045
E 0.18 0.07 0.045
F 0.03 -0.55 0.045

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