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The standard deviation of return on investment A is 1 6 % , while the standard deviation of return on investment B is 1 1

The standard deviation of return on investment A is 16%, while the standard deviation of return on investment B is 11%. If the correlation coefficient between the returns on A and B is 0.227, the covariance of returns on A and B is __________.Please record the absolute value (no negative signs) and a percentage (1.23 for 1.23%)

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