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Two stocks (A and B) have a covariance of 23. When combined in equal proportions into...

Two stocks (A and B) have a covariance of 23. When combined in equal proportions into portfolio Y, the variance of the portfolio is 30.25. Stock A has a variance twice that of Stock B. Another portfolio (X) has an expected return of 17% and a variance of 50.

Additional Information

The expected return on the market is 15% and the risk free rate is 7%

Covariance (A,Market) = 22 and Covariance (B,Market) = 15.5

Variance of the Market is 15

What is the covariance of portfolio Y with the Market?

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