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GBS Chapter 5 Notes:CovarianceoCovariance Formula between 2 bondsoExample)J. P. Morgan Asset Management publishes information about financial investments. Over thepast 10 years, the expected return for the S&P 500 was 5.04% with a standard deviation of19.45% and the expected return over that same period for a Core Bonds fund was 5.78% witha standard deviation of 2.13% (
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