A and B have standard deviations 25% and 35%, and covariance −0.0265. Their expected returns are 5% and 8%.
- A.Calculate correlation.
Covariance and Correlation
A.
-0.302857.
A and B have standard deviations 25% and 35%, and covariance −0.0265. Their expected returns are 5% and 8%.
-0.302857.