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Expected returns of stocks A and B are 12% and 15%, respectively. The standard deviations of their returns are 20% and 25%, respectively. The correlation

Expected returns of stocks A and B are 12% and 15%, respectively. The standard deviations of their returns are 20% and 25%, respectively. The correlation between their returns is 0.4. The covariance between the returns of the stocks is a. 0.0072 b. 0.02 c. 0.00036 d. 8

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