Mohamed Ali is a portfolio Manager at Seera Investment Bank. A new client has been assigned to Mohamed. The client portfolio is valued at $ 10 million which allocated equally to four stocks. The research department estimates the expected return for the market portfolio as 9.6%, market variance - 0.63, risk free rate is 3.3% and provides Mohamed with Risk and return characteristics of the four stocks as following. What are the covariance coefficient between stock A and B? Security B A ela 1.10 OS 131 0.00 05 ER 82 3.57 75% 259 25 25 O 0.32 1.28 2.92 0.81