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Correlation coefficient between the rates of return

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Suppose the rates of return of the bond portfolio in the above four scenarios are -10% in asevere recession,10 % ina mild recession, 7%in anormal period, and 2% inaboom. The stock returns in the four scenarious are -37%,-11%,14% and 30%. What are the covariance and correlation coefficient between the rates of return on the portfolio?

Reference no: EM132584812

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