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You want to calculate the covariance of the returns between stock A and stock B. You have the standard deviation of return for stock A

You want to calculate the covariance of the returns between stock A and stock B. You have the standard deviation of return for stock A and the standard deviation of return for stock B. What additional information do you need?

The expected return of stock A and the expected return of stock B

The variance of return for stock A and the variance of return for stock B

The correlation coefficient of the returns of stock A and stock B

The risk-free interest rate

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