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 PA, B=0.9, A=0.7, og=0.2 If covariance matrix for stocks A and B is = X y , what should be the y value of y in the matrix? (Please round your answer to three decimal places.) 3). 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(Rp)=0.15 PA, B=0.6, A=0.5, OB=0.73 If covariance matrix for stocks A and B is what should be the y value of z in the matrix? (Please round your answer to four decimal places.)