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How do you get the correlation of .62 Cov(Ri,Rj)=Corr(Ri,Rj)SD(Ri)SD(Rj) Substitute the value of the correlation as well as the standard deviation for each company into

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Cov(Ri,Rj)=Corr(Ri,Rj)SD(Ri)SD(Rj) Substitute the value of the correlation as well as the standard deviation for each company into the formula, and then evaluate. Cov=0.620.370.50=0.11470

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