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What is the covariance for two assets when Asset G has a variance of .02, Asset H has a variance of .03 and the correlation

What is the covariance for two assets when Asset G has a variance of .02, Asset H has a variance of .03 and the correlation coefficient for the two assets is 0.70?

Select one:

A.

.0342

B.

.0171

C.

.1308

D.

.0004

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