23. Let X and Y be two random variables representing the annual returns of two different portfolios. If E[X] = 3, E[Y] = 4 and E[XY] = 11, then what is Cov[X, Y]? [source: FRM 2010 practice exam]

a.  -1
b.  0
c.  11
d.  12

[my adds]

23.2. Assume the E[X^2] = 18 and E[Y^2] = 20. What is the standard deviation, respectively, of X and Y?
23.3. What are coefficients of variation?
23.4. What is correlation between X & Y?
23.5. What is the standard deviation [X+Y]?
23.6. What is the standard deviation [X-Y]?

Answers:

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