Please use the following information to answer parts a-d below
Ra= 0.03+0.5Rm+ea
Rb=0.02+1.3Rm+eb
σm=0.2, σea= 16.04%, σeb= 8.67%
a) Find Covariance between returns on A, B
b) Standard Deviation between returns on A, B
c) R Sqaure for both (R^2A, R^B)
d) Correlation between market return on Portfolio that is 60% in A and 40% in B