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Business, 01.10.2019 02:20 thicklooney

J. p. morgan asset management publishes information about financial investments. over the past years, the expected return for the s& p was with a standard deviation of and the expected return over that same period for a core bonds fund was with a standard deviation of (j. p. morgan asset management, guide to the markets, 1st quarter, ). the publication also reported that the correlation between the s& p and core bonds is . you are considering portfolio investments that are composed of an s& p index fund and a core bonds fund. a. using the information provided, determine the covariance between the s& p and core bonds. round your answer to two decimal places. if required enter negative values as negative numbers.

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