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Year A B 1 10% 9% 2 -15% 16% 3 14% -10% 4 13% -12% 5 10% 21% 6 13% 11% 7 -12% 14% 8
| Year | A | B |
| 1 | 10% | 9% |
| 2 | -15% | 16% |
| 3 | 14% | -10% |
| 4 | 13% | -12% |
| 5 | 10% | 21% |
| 6 | 13% | 11% |
| 7 | -12% | 14% |
| 8 | 10% | -10% |
| 9 | 10% | -12% |
| 10 | -19% | 21% |
What is the correlation and covariance between these two assets?
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Fundamentals Of Futures And Options Markets
Authors: Jonn C. Hull
8th International Edition
0133382850, 9780133382853
