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You are given the following joint probability distribution of returns: State of Economy Probability of State Stock A Return Stock B Return Bad 0.7 -

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You are given the following joint probability distribution of returns: State of Economy Probability of State Stock A Return Stock B Return Bad 0.7 - 10.0% 15.0% Good 0.3 50.0% 5.0% Find the covariance between the returns on Stocks A and B. Select one: A. 0.0079 OB. -0.0126 OC -0.0284 OD. -0.0468 O E. -0.0351

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