習(xí)題:
  Exercise:
  An analyst obtains sample statistics on return information for Vay Industries and Ranch Meatpacking as follows:
 
  Based on this information, which of the following amounts are the covariance between the two sets of returns and the correlation coefficient, respectively?
  Covariance              Correlation coefficient
  A        5.98                                    0.32
  B        5.98                                    0.42
  C        6.52                                     0.32
  D        6.52                                     0.42
  解析:
  Answer: C
  Explanation:
  知識(shí)點(diǎn):
  Sample Covariance and Correlation
  The sample covariance and correlation are estimators of the population covariance and correlation. The sample covariance, denoted sXY, is
 
  The sample correlation coefficient, or sample correlation, is denoted rXY and is the ratio of the sample covariance to the sample standard deviations
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