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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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