问题如下:
An analyst has made the following return projections for each of three possible outcomes with an equal likelihood of occurrence:
Which pair of assets is perfectly negatively correlated?
选项:
A.Asset 1 and Asset 2.
B.Asset 1 and Asset 3.
C.Asset 2 and Asset 3.
解释:
C is correct.
Asset 2 and Asset 3 have returns that are the same for Outcome 2, but the exact opposite returns for Outcome 1 and Outcome 3; therefore, because they move in opposite directions at the same magnitude, they are perfectly negatively correlated.
这个题目如果列式子求相关系数怎么求呢?