The following table shows the annual returns (in percent) for th e T Rowe Price 's Value and International Stock funds for the time period 2005 2009 R 96 a Calculate and interpret the covariance between returns b Calculate and interpret the coefficient of correlation Year Value Fund International F...

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The following table shows the annual returns (in percent) for th e T-Rowe Price's Value and International

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The following table shows the annual returns (in percent) for th e T-Rowe Price's Value and International Stock funds for the time period 2005-2009. R-96

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a. Calculate and interpret the covariance between returns.

b. Calculate and interpret the coefficient of correlation.

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Business Statistics Communicating With Numbers

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The following table shows the annual returns (in percent) for th e T-Rowe Price's Value and International

Question:

Year Value Fund International Fund 2005 6.30 16.27 2006 19.75 19.26 2007 0.75 13.43 2008 -39.76 -48.02 2009 37.15 52.20

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Business Statistics Communicating With Numbers

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