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There are five states of the world. There are two stocks, Avis and Hertz. Given the data below, what is the covariance between the two

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There are five states of the world. There are two stocks, Avis and Hertz. Given the data below, what is the covariance between the two stocks? State of the World Avis Return Hertz Return 1 2 3 4 5 Probability of State 0.15 0.20 0.25 0.18 0.22 0.10 -0.05 0.03 0.07 0.08 0.08 0.01 0.04 0.05 0.011

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