Question 8 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=0.7, 0A=0.9, og=0.41 = Y If the covariance matrix for stocks A and B is a what should be the value of z in the y matrix? (Please round your answer to the nearest forth decimal place.) ( Z