eturns ABC XYZ 0.2515 -0.22 55 0.4322 -0.28 45 -0.14 33 0.3144 -0.0645 -0.51 14 0.33 78 0.5534 0.68 43 0.3295 -0.1514 0.7019 0.2533 0.44 32 -0.22 45 0.27 63 -0.48 79 0.52 63 0.119 69 10 AAR 0.09278

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Question
Returns
ABC
XYZ
-0.22 55
0.31 44
0.25 15
).4322
2845
-0.0645
1433
-0.51 14
5534
0.33 78
6:
0.3295
0.70 19
1514
0.25 3
0.44 32
-0.22 45
0.092 78
0.2763
-0.48 79
0.5263
AAR
0.119969
Standard deviation of ABC is 1.172
Standard deviation of XYX is 1.256
what is the covariance and
correlation?
Transcribed Image Text:Returns ABC XYZ -0.22 55 0.31 44 0.25 15 ).4322 2845 -0.0645 1433 -0.51 14 5534 0.33 78 6: 0.3295 0.70 19 1514 0.25 3 0.44 32 -0.22 45 0.092 78 0.2763 -0.48 79 0.5263 AAR 0.119969 Standard deviation of ABC is 1.172 Standard deviation of XYX is 1.256 what is the covariance and correlation?
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