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solve RA 0.03 +0.7 RM + eA bvibue Rg 0.01+ 0.9 RM +eB o(eB) 0.10 OM 0.35 o(eA) = 0.20 The covariance between the returns

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RA 0.03 +0.7 RM + eA bvibue Rg 0.01+ 0.9 RM +eB o(eB) 0.10 OM 0.35 o(eA) = 0.20 The covariance between the returns on Stocks A and B is: a. 0.0384 b. 0.0406 C. 0.1920 d. 0.0772

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