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Look up the 2019 Capital Market Assumptions from Voya. The .pdf document should be titled, 2019 Capital Market Assumptions. Find their correlation matrix and then
Look up the 2019 Capital Market Assumptions from Voya. The .pdf document should be titled, "2019 Capital Market Assumptions."
Find their correlation matrix and then find the following correlations:
- S&P 500 with MSCI EM (this is emerging market stocks) [ Select ] ["0.91", "0.70", "0.88", "0.93"]
- Barclays U.S. Aggregate with S&P 500 [ Select ] ["0.20", "0.88", "0.43", "0.12"]
- Bloomberg Commodity with Russell 3000 (small-cap stocks) [ Select ] ["0.31", "0.24", "0.25", "0.27"]
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International Financial Markets And The Firm
Authors: Piet Sercu, Raman Uppal
1st Edition
1861523548, 978-1861523549
