3.A simple linear regression equation had a coefficient of determination (R²) of 0.8. What is the correlation coefficient between the dependent and independent variables and what is the covariance between the two variables if the variance of the independent variable is 4 and the variance of the dependent variable is 9?

       Correlation coefficient        Covariance

A)                                    0.91          4.80

B)                                    0.89          4.80

C)                                    0.91          5.34

D)                                    0.89          5.34

The correct answer was D)

The correlation coefficient is the square root of the R², r = 0.89.

To calculate the covariance multiply the correlation coefficient by the product of the standard deviations of the two variables:

COV = 0.89 × √4 × √9 = 5.34