3. A positive value for the correlation coefficient means that the two random variables tend to move
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3. A positive value for the correlation coefficient means that the two random variables tend to move together and are said to be positively correlated.
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Related Book For
Measuring And Controlling Interest Rate And Credit Risk
ISBN: 9780471268062
2nd Edition
Authors: Frank J. Fabozzi, Steven V. Mann, Moorad Choudhry
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