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Asset A and Asset B have the following market values over six years: Year Asset X Asset Y 2010 1000 2000 2011 1300 2500 2012

Asset A and Asset B have the following market values over six years:

Year

Asset X

Asset Y

2010

1000

2000

2011

1300

2500

2012

1080

4600

2013

1900

3900

2014

1600

4800

2015

2800

3800

(a) Calculate the annual returns of Asset X and Asset Y

(b) Calculate Pearson Correlation Coefficient of the annual returns

(c) Calculate Spearman Correlation Coefficient of the annual returns

(d) Calculate Kendall’s Tau measure of the annual returns

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