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标题: Reading 11- LOS A (Part 2): Q1 [打印本页]

作者: cfaedu    时间: 2008-4-1 12:25     标题: [2008] Session 3 - Reading 11- LOS A (Part 2): Q1

1.Suppose the covariance between Y and X is 12, the variance of Y is 25, and the variance of X is 36. What is the correlation coefficient ( r ), between Y and X?

A)   0.013.

B)   0.000.

C)   0.400.

D)   0.160.


作者: cfaedu    时间: 2008-4-1 12:25

The correct answer was C)

The correlation coefficient is: r = 12/(5)(6) = 0.40






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