Q1. Compute the return covariance and the correlation for the following example:

1. Three scenarios (1,2,3) with respective probabilities (20%, 30%, and 50%).

2. Two stocks: Apple and GM.

3. Apple's and GM's returns for the three scenarios are (5%,-5%,0%) and (3%,-4%,2%),

respectively.

asked by guest
on Sep 19, 2024 at 2:54 pm



Mathbot Says...

I wasn't able to parse your question, but the HE.NET team is hard at work making me smarter.


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