Given the Returns for Two Stocks with the Following Information

Multiple Choice

Given the returns for two stocks with the following information, calculate the covariance of the returns for the two stocks. Assume the expected return is 10.8 percent for Stock 1 and 9.7 percent for Stock 2.
Prob
Stock 1
Stock 2
0) 4
0) 09
0) 11
0) 5
0) 11
0) 08
0) 1
0) 17
0) 13

A) 0.000094
B) 0.00051600
C) 0.00032100
D) 0.71750786