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5. Let X be the returns of S&P 500 and Y be the returns of CSI 300. If the Pearson correlation between X and Y

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5. Let X be the returns of S&P 500 and Y be the returns of CSI 300. If the Pearson correlation between X and Y is 0.40 while the rank correlation is 0.10, what can you infer here? (5 points)

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