Suppose you want a portfolio composed of AT&T, Cigna, Disney, and Ford. Find the expected value and standard deviation of the returns for the following portfolio
I know that I have to use 
however, how would I find the covariance eg (COV(Ri, Rj)) without knowing the correlation coefficient?
I found the expected value by
0.3*0.00717 + 0.2*0.01327 + 0.4*0.00562 + 0.1*0.01555 = 0.007716.
How would the covariance be found in order to calculate the variance V(Rp)?
The answer below was given to me however, it was not explained on how the values were calculated.
Does anybody know how the values of the covariance came about? Also why does the covariance get multiplied by the respective standard deviation values from the calculation above?