There are 372 stocks in the Value Line index. How many covariances would have to be computed to use the Markowitz full-covariance model? 69378 69192 138012 O O 69006 Mohamed Ali is a portfolio Manager at Seera Investment Bank. A new client has been assigned to Mohamed. The client portfolio is valued at $ 10 million which allocated equally to four stocks. The research department estimates the expected return for the market portfolio as 9.6%, market variance o=0.63, risk free rate is 3.3% and provides Mohamed with Risk and return characteristics of the four stocks as following. What are the covariance coefficient between stock A and B? Security D 1.29 1.19 0194 05 0.90 05 ER 82 7.59 25% 8.31% 25% 8.57% 25% 25 0.32 1.28 2.92 0.81