You are considering a portfolio of two stocks A and B. The expected returns, standard deviation, and correlation coefficient of stock returns are as follows: E(RA)=0.10 E(RB)=0.15 A, B=0.6, A=0.4, B=0.1 If the covariance matrix for stocks A and B is =(xyyz), what should be the value of y in the matrix? (Please round your answer to the closest third decimal place.)

You are considering a portfolio of two stocks A and B. The expected returns, standard deviation, and correlation coefficient of stock returns are as follows: E(RA)=0.10 E(R3)=0.15 PA, B=0.6, 0A=0.4, 03=0.1 y If the covariance matrix for stocks A and B is = (3 %) what should be the value of y in the matrix? (Please round your answer to the closest third decimal place.)