Statel Return State Il Return State Ill Return Investment (p-0.3) (p=0.5) (p-0.2) IA 5% 796 2% B 6% 8% 3% Given the above information on two investments A and B. Also, Expected Return for Asset B is 6,4%, the Standard Deviation for Asset Bis 1.91 and the correlation between A and B is 0.992. Calculate the covariance between Asset A and Asset B. 4.35 5.59 3.87 0 6.46 05.00