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Stocks A and B have the following historical returns. If you knew their correlation is 65%, what is their covariance? Year 1 2 3 4

Stocks A and B have the following historical returns. If you knew their correlation is 65%, what is their covariance?

Year 1 2 3 4

Stock A Return 10% 5% 16% 16%

Stock B Return 5% -7% 21% 16%

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