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The 10-day logarithmic return series of stock X and Y is given below. Y= [-0.39794031 0.22230462 -0.38601974 0.77849243 1.16623378 0.27774800 1.06600172 -0.01327949 -0.88069732 0.74153233] X=

The 10-day logarithmic return series of stock X and Y is given below. Y= [-0.39794031 0.22230462 -0.38601974 0.77849243 1.16623378 0.27774800 1.06600172 -0.01327949 -0.88069732 0.74153233] X= [-0.05921203 -0.03648119 0.47513185 -1.23930771 0.86710114 2.38105359 1.42346565 0.67564107 0.38384839 -1.71569912] Calculate the covariance and correlation coefficient of stock X and stock Y given above. calculate

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