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The daily returns of companies X and Y have correlation of 0.8. Company Xs daily returns have a standard deviation of 0.14 and company Ys

The daily returns of companies X and Y have correlation of 0.8. Company Xs daily returns have a standard deviation of 0.14 and company Ys daily returns have a standard deviation of 0.10. What is the covariance of X and Ys daily returns?

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