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You have the following portfolio of stocks. What is the correlation coefficient between A and D? Answer should be formatted as a number with two
You have the following portfolio of stocks. What is the correlation coefficient between A and D?
Answer should be formatted as a number with two decimal places (e.g. 99.99).
Weight | 22.90% | 17.18% | 20.99% | 11.45% | 15.27% | 12.21% |
Stock | A | B | C | D | E | F |
1 | -1.88% | -10.13% | -1.03% | 0.46% | 4.54% | -0.09% |
2 | -2.71% | -7.11% | 3.32% | 0.88% | 3.51% | -2.24% |
3 | 1.28% | 6.74% | 1.78% | 1.05% | -0.01% | 0.87% |
4 | 3.38% | 2.84% | 0.20% | 0.54% | 9.83% | 4.97% |
5 | 1.83% | 3.15% | 1.83% | 0.48% | 13.00% | 2.99% |
6 | -3.87% | -9.47% | 5.29% | 1.78% | -8.52% | -2.94% |
7 | -1.64% | -6.94% | -0.98% | 0.00% | -2.77% | -2.53% |
8 | -5.54% | 0.85% | 2.91% | 2.34% | -7.30% | -7.12% |
9 | -2.58% | -3.18% | -0.80% | 0.76% | 2.87% | -2.08% |
10 | -1.38% | 5.67% | 2.11% | 0.32% | -3.67% | 0.69% |
11 | 5.28% | 7.19% | -2.53% | -0.85% | 8.43% | 5.22% |
12 | 1.51% | -0.21% | -2.62% | -0.33% | 1.78% | -0.65% |
13 | -8.81% | -11.79% | 2.65% | 0.17% | -9.80% | -9.51% |
14 | -0.40% | 4.49% | -0.36% | 0.43% | -4.72% | 0.87% |
15 | 1.54% | 2.37% | 2.73% | 0.40% | -7.91% | -1.51% |
16 | -9.93% | -1.41% | 1.47% | 0.81% | -15.58% | -7.83% |
17 | -16.03% | -30.83% | -1.80% | 1.05% | -27.26% | -15.24% |
18 | -6.96% | -22.71% | 14.23% | 1.05% | -8.64% | -6.98% |
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