The two assets, X and Y, whose returns are shown in the Y1 y: multivariate distribution to the right, have the following 10% 15% P(X :Xi) . . - . x. 5% III\" 0.1 expected returns, variances, covariance, and correlation. x 1:, 10% \"_ 02 = 12.00%; m = 12.50%; ox = 3.317%; a": = 2.500%; Cov(X,Y} x3 15% m_ 0.7 = -.0004; pm = -.45 PlY = Y1) 0.5 0.5