The correlation between Bank of America and Euribor 1 is: -1 - -1 - 0

Holt Mcdougal Larson Pre-algebra: Student Edition 2012
1st Edition
ISBN:9780547587776
Author:HOLT MCDOUGAL
Publisher:HOLT MCDOUGAL
Chapter11: Data Analysis And Probability
Section11.4: Collecting Data
Problem 2E
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The correlation between Bank of America and Euribor 1 is:
-1
- -1
- 0

Citigroup
Bank of america
S&P
Libor 3 mois
Euribor 1 mois
FTSE100
Average yields
0,01%
0,35%
0,24%
-0,18%
-0,12%
0,30%
Standard deviation
0,50%
0,20%
0,04%
0,05%
Kurto
0,8
-0,8
Beta
0,5
1,2
Transcribed Image Text:Citigroup Bank of america S&P Libor 3 mois Euribor 1 mois FTSE100 Average yields 0,01% 0,35% 0,24% -0,18% -0,12% 0,30% Standard deviation 0,50% 0,20% 0,04% 0,05% Kurto 0,8 -0,8 Beta 0,5 1,2
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