Question 7 0.2 pts You are considering a portfolio of two stocks A and B. The expected returns, standard deviation, and correlation coefficient of stock returns are as follows: E(RA)=0.10 E(RB)=0.15 PA, B=0.8, OA=0.6, OB=0.9 y If the covariance matrix for stocks A and B is a what should be the value of y in the Y z matrix? (Please round your answer to the closest third decimal place.) ( 7 )