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Given the following data B o Stock AAA 0.9 0.28 Stock BBB 1.0 0.32 Market Portfolio ?? 0.20 The risk-free rate is 2%. Consider a

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Given the following data B o Stock AAA 0.9 0.28 Stock BBB 1.0 0.32 Market Portfolio ?? 0.20 The risk-free rate is 2%. Consider a portfolio P equally weighted in AAA, BBB, and the market portfolio. What is the covariance of P and the market portfolio? Enter your answer in raw decimal form to four (4) decimal places. For example, "0.06149" should be entered as "0.0615

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