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What is the covariance of returns of stocks A and B given the following information: Year Return A Return B 2015 0.1 0.03 2016 0.05
What is the covariance of returns of stocks A and B given the following information:
| Year | Return A | Return B |
| 2015 | 0.1 | 0.03 |
| 2016 | 0.05 | 0.11 |
| 2017 | -0.04 | -0.1 |
| 2018 | 0.2 | 0.3 |
| 2019 | 0.12 | -0.07 |
| 2020 | -0.08 | -0.02 |
|
| 0.0057 |
|
| .6667 |
|
| .4215 |
|
| 0.0079 |
|
| 0.0102 |
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Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
8th Edition
0077261453, 978-0077261450
