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What is the covariance and correlation coefficient between portfolios Y and Z? Please show work. Return for Portfolio Z 30% State Boom Normal Recession Probability

What is the covariance and correlation coefficient between portfolios Y and Z? Please show work.

Return for Portfolio Z 30% State Boom Normal Recession Probability 30% 40% 30% Return for Portfolio Y 20% 10% -10% 15% -15%

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