返回列表 发帖

covariance of 2 return data

So I know how to do the covariance of 2 return data when each return is given a probability, but I haven't seen an example when the returns are for sure like in a yearly return...


year ..... asset a ..... asset b
1 .............10%............12%
2 ............. 8%............-2%
3 ..............3% ............ 5%


can someone show my the calcs for this? Thanks!

返回列表