Finding Covariance and Correlation

Please download to get full document.

View again

of 4
All materials on our website are shared by users. If you have any questions about copyright issues, please report us to resolve them. We are always happy to assist you.
Information Report
Category:

Documents

Published:

Views: 4 | Pages: 4

Extension: XLSX | Download: 0

Share
Related documents
Description
finding the covariance between stock and bond
Transcript
  ScenarioProbabilityStock ReturnsDeviationDeviation SquaredSevere Recessio  0.05 -0.37 -0.47 0.2209 Mild Recession  0.25 -0.11 -0.21 0.0441 Normal  0.4 0.14 0.04 0.0016 Boom  0.3 0.3 0.2 0.04[Ers] 0.1weight 0%Sum of Square e! Er# 0.05  Squared Devation * ProbBond ReturnsDev From MeanDev Square 0.011045 -0.09 -0.14 0.01960.011025 0.15 0.1 0.010.00064 0.0$ 0.03 0.00090.012 -0.05 -0.1 0.01[Er] 0.05weight 100%0.03471 sum of squar  Squared Devation * ProbPortfolio ReutnrsProduct of deviation 0.0009$ 0.065$0.0025 -0.0210.00036 0.00120.003 -0.020.006$4  Dev porduct * PR
We Need Your Support
Thank you for visiting our website and your interest in our free products and services. We are nonprofit website to share and download documents. To the running of this website, we need your help to support us.

Thanks to everyone for your continued support.

No, Thanks