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consider the following information on two stocks. calculate the correlation of (A, B) BoomNormalBustP(State)50%20%30%StockA0.250.120.05StockB0.150.060.10 P(State) Boom Normal Bust Stock A (ji2b 0.12 o,ob Stock B
consider the following information on two stocks.
calculate the correlation of (A, B)
BoomNormalBustP(State)50%20%30%StockA0.250.120.05StockB0.150.060.10P(State) Boom Normal Bust Stock A (ji2b 0.12 o,ob Stock B 0,i5 -0.06 0/10
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