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Questions 7-8 are based on the information that follows. You are given the following information on a two-asset portfolio.WA-60, WB-.40,0A-.30; 0g - 25, and OAB

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Questions 7-8 are based on the information that follows. You are given the following information on a two-asset portfolio.WA-60, WB-.40,0A-.30; 0g - 25, and OAB --0525. 7. What is the covariance of return between the two assets in the portfolio? The answer is (a) it cannot be determined from the information given. (b) -5.25% (c) 10.56% (d) 12.67% (e) 16.48% Questions 7-8 are based on the information that follows. You are given the following information on a two-asset portfolio. WA-60, W9..40, A-.30; 0g = 25, and OAB =-0525. 8. What is the correlation of return between assets A and B? (a) - 30 (b) -56 (c)-40 (d) - 70 (e) - 84

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