1. The standard deviation of return on investment A is .30, while the standard deviation of return on investment B is .25. If the correlation coefficient between the returns on A and B is −.240, the covariance of returns on A and B is _________.
2. The standard deviation of return on investment A is .12, while the standard deviation of return on investment B is .07. If the covariance of returns on A and B is .005, the correlation coefficient between the returns on A and B is _________.
3. The standard deviation of return on investment A is .30, while the standard deviation of return on investment B is .25. If the correlation coefficient between the returns on A and B is −.240, the covariance of returns on A and B is _________.