Given the following variance-covariance matrix, calculate the covariance between portfolio A, which has 10% in asset 1 and 90% in asset 2, and portfolio B, which has 60% in asset 1 and 40% in asset 2. Let di and os be individual variances of return. Furthermore, let 01.2 = 02.1 be the covariance of return between asset 1 and asset 2. Joi 01,2 = 0.01 102,1 0 1 -0.02 -0.021 0.04 ) Select one: O a. 0.0045 O b. 0.0079 O c. 0.0034 O d. 0.0027 o e. 0.0088 Given the following variance-covariance matrix, calculate the covariance between portfolio A, which has 10% in asset 1 and 90% in asset 2, and portfolio B, which has 60% in asset 1 and 40% in asset 2. Let di and os be individual variances of return. Furthermore, let 01.2 = 02.1 be the covariance of return between asset 1 and asset 2. Joi 01,2 = 0.01 102,1 0 1 -0.02 -0.021 0.04 ) Select one: O a. 0.0045 O b. 0.0079 O c. 0.0034 O d. 0.0027 o e. 0.0088