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b) calculate the correlations between each pair of assets risk-free = 2.0% 2.0% E[Rspy]= E[Rbsv]= E[Rlqd] = E[Rnow] = E[Rtsla] = 1.058% 0.171% 0.510% 3.308%
b) calculate the correlations between each pair of assets risk-free = 2.0% 2.0% E[Rspy]= E[Rbsv]= E[Rlqd] = E[Rnow] = E[Rtsla] = 1.058% 0.171% 0.510% 3.308% 4.092% stdev = stdev = stdev = stdev = stdev = 3.655% 0.401% 1.529% 9.621% 16.566%
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