If XXX and YYY have correlation ρ=0.5\rho = 0.5ρ=0.5, what is Cov(X,Y)Cov(X, Y)Cov(X,Y) if σX=1,σY=2\sigma_X = 1, \sigma_Y = 2σX=1,σY=2?
0.50.50.5
111
222
0.250.250.25