Question 15 1 pts Asset 1 has a standard deviation of returns of 0.15 while Asset 2 has a standard deviation of returns of 0.20. The correlation coefficient between the returns of the two assets is -0.43. Which of the following is closest to the covariance of the returns of the two assets if they are combined into an equally weighted portfolio? 0 -0.0129 O 0.0129 O 0.0958 O 0.0092