Using the assumptions from the Single Index Model, if the stock A's sensitivity measure, beta, is 1.2 while the stock B's beta measure is -0.65, what is the covariance of stock A and B's return? Assume that the market index's variance is 0.1225. 1 0.08475 -0.09555 -0.07415

Using the assumptions from the Single Index Model, if the stock A's sensitivity measure, beta, is 1.2 while the stock B's beta measure is -0.65 , what is the covariance of stock A and B's return? Assume that the market index's variance is 0.1225 . 1 0.08475 0.09555 0.07415