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If the correlation between asset X and asset Y is 0.6 and the standard deviations are 4% and 6% respectively. What is the covariance between

If the correlation between asset X and asset Y is 0.6 and the standard deviations are 4% and 6% respectively. What is the covariance between the two assets? What is the standard deviation for the portfolio of these two assets if the weight of asset X and 40% and asset B is 60%?

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