THE JOINT PROBABILITY OF RETURNS, FOR SECURITIES A AND B, ARE AS...

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The joint probability of returns, for securities A and B, are as follows: Joint Probability Function of Security A and Security B Returns (Entries Are Joint Probabilities) Return on Security B=30% Return on Security B=20% Return on Security A= 25% 0.60 0 Return on Security A= 20% 0 0.40 The covariance of the returns between Securities A and B is closest to: A. 13.