Security X has expected return of 7% and standard deviation of 12%.Security Y has expected return of 11% and standard deviation of 20%.If the two securities have a correlation coefficient of -0.45,what is their covariance?
A)0.0388
B)-0.0108
C)0.0184
D)-0.0133
E)-0.1512

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The Answer of Security X has expected return of 7% and standard deviation of 12%.Security Y has expected return of 11% and standard deviation of 20%.If the two securities have a correlation coefficient of -0.45,what is their covariance?
A)0.0388
B)-0.0108
C)0.0184
D)-0.0133
E)-0.1512

Security X Has Expected Return of 7% and Standard Deviation