Consider the probability distribution p(s) of the returns rA and rB of two securities A and B: state P(s) rA rB рог 0.2 0.1 0.16 medium 0.5 0.2 0.1 good 0.3 0.3 0.05 Calcu the covariance oAB between and The correct answer (up to for decimals is) Select one: GAB = 0.0013 %3D GAB = -0.0027 GAB = -0.0102 None of the above
Consider the probability distribution p(s) of the returns rA and rB of two securities A and B: state P(s) rA rB рог 0.2 0.1 0.16 medium 0.5 0.2 0.1 good 0.3 0.3 0.05 Calcu the covariance oAB between and The correct answer (up to for decimals is) Select one: GAB = 0.0013 %3D GAB = -0.0027 GAB = -0.0102 None of the above
Essentials of Business Analytics (MindTap Course List)
2nd Edition
ISBN:9781305627734
Author:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson
Publisher:Jeffrey D. Camm, James J. Cochran, Michael J. Fry, Jeffrey W. Ohlmann, David R. Anderson
Chapter5: Probability: An Introduction To Modeling Uncertainty
Section: Chapter Questions
Problem 28P
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