Question 32 (1.25 points) Saved The standard deviation of return on investment A is 24, while the standard deviation of return on investment Bis 10. If the correlation coefficient between the returns on A and B is 0.50, the covariance of returns on A and B is a) 0.012 b) 0.0447 c) 0,0048 d) 0.050 e) 0.0020