What is covariance for two assets when asset g has variance
Problem
What is the covariance for two assets when Asset G has a variance of .02, Asset H has a variance of .03 and the correlation coefficient for the two assets is 0.70?
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What is the covariance for two assets when Asset G has a variance of .02, Asset H has a variance of .03 and the correlation coefficient for the two assets is 0.
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