The covariance between the return from two securities is 4 and the correlation between them is 0.5. If the variance of the first return is 16, the variance of the second return will be CLOSEST to:
The covariance between the return from two securities is 4 and the correlation between them is 0.5. If the variance of the first return is 16, the variance of the second return will be CLOSEST to: A.0.25; B.0.50; C.2.00; D.4.00