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Using the data in the following table, what is the covariance between the stocks of Kellogg and General Mills? Data table (Click on the

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Using the data in the following table, what is the covariance between the stocks of Kellogg and General Mills? Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Historical Annual Volatilities and Correlations for Selected Stocks (based on monthly returns, 1996-2017) Alaska Southwest Microsoft HP Air Airlines Ford Motor General Kellogg Mills Volatility (Standard Deviation) 0.32 0.36 0.36 0.31 0.47 0.19 0.17 Correlation with Microsoft 1.00 0.40 0.18 0.22 0.27 0.04 0.10 HP 0.40 1.00 0.27 0.34 0.27 0.10 0.06 Alaska Air 0.18 0.27 1.00 0.40 0.15 0.15 0.20 Southwest Airlines 0.22 0.34 0.40 1.00 0.30 0.15 0.21 Ford Motor 0.27 0.27 0.15 0.30 1.00 0.17 0.08 Kellogg 0.04 0.10 0.15 0.15 0.17 1.00 0.55 General Mills 0.10 0.06 0.20 0.21 0.08 0.55 1.00 -

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