Question 1 (1 point) There are two states, "Sunny" (with probability 60%) and "Rainy" (with probability 40%). The return of Parasol is 20% when sunny and 0% when rainy. The return of Umbrella is 0% when sunny, and 10% when rainy. The covariance of Parasol and Umbrella is [answer a number with three decimals] The correlation of Parasol and Umbrella is Blank # 1 Blank #2 신 [answer a number between -1 and 1]

Question 1 (1 point) There are two states, "Sunny" (with probability 60%) and "Rainy" (with probability 40%). The return of Parasol is 20% when sunny and 0% when rainy. The return of Umbrella is 0% when sunny, and 10% when rainy. The covariance of Parasol and Umbrella is [answer a number with three decimals] The correlation of Parasol and Umbrella is Blank # 1 Blank #2 신 [answer a number between -1 and 1]

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 35P

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Su 2 The standard deviation of return on investment A is 19%, while the standard deviation of return on investment B is 14%. If the covariance of returns on A and B is 0.004, the correlation coefficient between the returns on A and B is 00:05:46 臺 Mc Graw Hill Delivery co ler.
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Question number 6