Consider the probability distribution p(s) of the returns rA and rB of two securities A and B: state p(s) rA rB роог 0.2 0.1 0.16 medium 0.5 0.2 0.1 доod 0.3 0.3 0.05 Calculate the covariance oAB...

Consider the probability distribution p(s) of the returns rA and rB of two<br>securities A and B:<br>state<br>p(s) rA<br>rB<br>роог<br>0.2<br>0.1<br>0.16<br>medium 0.5<br>0.2<br>0.1<br>доod<br>0.3<br>0.3<br>0.05<br>Calculate the covariance oAB between rA and rB. The correct answer (up to four<br>decimals is)<br>Select one:<br>GAB = 0.0013<br>GAB = -0.0027<br>GAB = -0.0102<br>None of the above<br>

Extracted text: Consider the probability distribution p(s) of the returns rA and rB of two securities A and B: state p(s) rA rB роог 0.2 0.1 0.16 medium 0.5 0.2 0.1 доod 0.3 0.3 0.05 Calculate the covariance oAB between rA and rB. The correct answer (up to four decimals is) Select one: GAB = 0.0013 GAB = -0.0027 GAB = -0.0102 None of the above

Jun 06, 2022

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Consider the probability distribution p(s) of the returns rA and rB of two securities A and B: state p(s) rA rB роог 0.2 0.1 0.16 medium 0.5 0.2 0.1 доod 0.3 0.3 0.05 Calculate the covariance oAB...

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