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Consider the following three-index model. The betas are for two assets, A and B: The standard deviation of the firm specific risk of both assets

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Consider the following three-index model. The betas are for two assets, A and B: The standard deviation of the firm specific risk of both assets is 0.11 (in decimal form). What is the covariance of assets A and B ? (Answer in decimal form as 0.12345 )

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