Let X[n] = X[n] =(1 2 3 4)  and Y[n] =(1.2, 2.6, 3.1, 4.3 ) Here Carl Pearson Correlation Value  | rxy | = 0.98

The covariance between two variables X and Y is 8.4 and their variances are 25and 36 respectively. Calculate Karl Pearson’s coefficient of correlation betweenthem.(a) 0.82(b) 0.28(c) 0.01(d) 0.09

What is the return correlation between Stock X and Y?

he correlation coefficient between x and y is -1/2. The value of bxy = -1/ 8.Find byx.(a) -2(b) -4(c) 0(d) 2

The coefficient of correlation between the two variables X and Y is 0.6. Their covariance is 3.6 and variance of X is 4. The variance of Y is3.55.54.59

You are given the following return probability distribution for Stock X and Y:  Bear market Normal market Bull marketProbability 0.2 0.5 0.3Stock X -10% 10% 20%Stock Y -5% 20% 10%What is the return correlation between Stock X and Y?