- Finance 2 2021 CF FI Finance 2 Finance et Marchs Zahra AMRAN L x Question 7 (3 pts) Two assets, Airco and Heato, are currently sold at 50 per share. Airco expects this price to rise to 60 in April if this winter is mild, or to fall to 045 If the winter is cold. Heato expects its price to fall to 645 if the winter is mild, or to rise to 70 if the winter is cold The winter will be cold with probability 0.4 and mild with probability 0.6. What is the covariance of Airco and Heato's returns? 0.040 -1 -0.036 0.036