The correlation between Bank of America and Euribor 1 is: -1 - -1 - 0
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
The
-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](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F57450238-df6f-4def-a151-efde6a867730%2F3de5ff58-24d8-4c1f-bcc3-c837a6699100%2Fggxbiom_processed.jpeg&w=3840&q=75)
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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