You have been given the following data for Security X:ProbabilityReturn0.057%0.2010%0.5013.5%0.2017%0.0520% The covariance between Security X and Security Y is + 45.8. This indicates that –"

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You have been given the following data for Security X:</p><br><table border='2'><tbody><tr><td style='text-align: center;'width='114'><strong>Probability</strong></td><td style='text-align: center;'width='84'><strong>Return</strong></td></tr><tr><td width='114'>0.05</td><td width='84'>7%</td></tr><tr><td width='114'>0.20</td><td width='84'>10%</td></tr><tr><td width='114'>0.50</td><td width='84'>13.5%</td></tr><tr><td width='114'>0.20</td><td width='84'>17%</td></tr><tr><td width='114'>0.05</td><td width='84'>20%</td></tr></tbody></table> The covariance between Security X and Security Y is + 45.8. This indicates that –"