question number 5.61 (a) Is the correlation coefficient of the rates of return on the stocks A andB positive or negative?(b) How can you divide the investment amount between two stocksif you desire a portfolio with a minimum variance? What are theexpected value and standard deviation of the rate of return on thisportfolio?5.60 The continuous random variables X and Y have joint density functionf(x,y) = 6(x - y) for 0 < y

Given that We have to find the correlation coefficient between x and y

Answered: 5.61 What is the correlation…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter1: Functions

Section1.2: The Least Square Line

Problem 1E

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5.61 What is the correlation coefficient of the Cartesian coordinates of a random point (X, Y) inside the unit circle C = {(x, y): x² + y² ≤ 1}? 5.62 What in Gaignt of the Cartesian coordinates of a