Determine the covariance between the two assets and write the covariance variance matrix. We believe that 2 assets with returns are quoted on the market E R(1) = ER( 2) = 0,1 And with the risks =0,15, =0,25 The two assets evolve independently on the market, i.e. the coefficient of correlation between the two assets is P12 =0. Determine the covariance between the two assets and write the covariance variance matrix.