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Which of the following statements reflects the correlation stylized facts presented in the lecture notes? Interest rates for different maturities are neither perfectly correlated nor
Which of the following statements reflects the correlation stylized facts presented in the lecture notes? Interest rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation increases with maturity. Interest rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation increases when maturities are further apart. Interst rates for different maturities are perfectly uncorrelated. This is why in the typical correlation table correlations are not all zeros or ones. Interst rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation decreases when maturities are furhter apart. Which of the following statements reflects the correlation stylized facts presented in the lecture notes? Interest rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation increases with maturity. Interest rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation increases when maturities are further apart. Interst rates for different maturities are perfectly uncorrelated. This is why in the typical correlation table correlations are not all zeros or ones. Interst rates for different maturities are neither perfectly correlated nor perfectly uncorrelated. Correlation decreases when maturities are furhter apart
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