NO.PZ2017092702000074
问题如下：
Which of the following statements is most accurate? If the covariance of returns between two assets is 0.0023, then:
选项：
A.
the assets’ risk is near zero.
B.
the asset returns are unrelated.
C.
the asset returns have a positive relationship.
解释：
C is correct.
The covariance of returns is positive when the returns on both assets tend to be on the same side (above or below) their expected values at the same time
尽管本题cov非常小，但是只要是大于0，都可以说是positive relationship，只是这个线性关系非常的弱。
老师您好，
cov越大，代表两个变量的线性关系越强吗
