Suppose x ~N(1, 5) and x2 ~N(-2, 2). The covariance between x and x2 x1 is 1.3.

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Suppose x ~N(1, 5) and x2 ~N(-2, 2). The covariance between x and x2 x1 is 1.3. What is the distribution of x1 + x2? What is the distribution of x1 - x2?

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Derivatives Markets

ISBN: 978-0321280305

2nd Edition

Authors: Robert L. McDonald

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