Calculate correlation coefficient, Financial Econometrics

Assignment Help:

Question

The variance of Stock A is .004, the variance of the market is .007 and the covariance between the two is .0026. What is the correlation coefficient?


Related Discussions:- Calculate correlation coefficient

Determine average excess return, What do you notice about the alphas and be...

What do you notice about the alphas and betas calculated using the various methods? Using the alpha and beta you calculated for stock 4 along with the average excess return on the

Analyse the finance costs, The Citilink Bus Company ("Citilink") was establ...

The Citilink Bus Company ("Citilink") was established in 2000 to operate a bus service across a city with 1 million inhabitants. The bus company was created by an indigenous busin

Cost model and revaluation model , Topic AASB 116 Property, Plant and...

Topic AASB 116 Property, Plant and Equipment allows entities to choose between the cost model and revaluation model for measuring and accounting for non-current assets subseq

Working capital cycle in a manufacturing business, Working capital cycle in...

Working capital cycle in a manufacturing business Average time raw materials are in stock   +   Time taken to produce goods   +   Time tak

Bond rate differential, analysis of bond rate parity among india and usa of...

analysis of bond rate parity among india and usa of last 10-15 years

Analyze the asset price channels, Problem 1: (a) Analyze the asset pri...

Problem 1: (a) Analyze the asset price channels other than the traditional interest rate channel. (b) Analyze Bank lending channel and discuss its importance for the Mau

Economy System, What are the four basic elements found in all economic syst...

What are the four basic elements found in all economic system?

New allocation of his inheritance , Adding a Riskless Cash Fund: Assume now...

Adding a Riskless Cash Fund: Assume now that a riskless cash fund P0 is also available to invest in. The risk free rate is 0.05 for both lending & borrowing. Obtain Pythagoras's ne

Financial markets and institutions , I have a case study to do for my fina...

I have a case study to do for my financial markets and institutions subject. I''ve been struggling with one of the questions. So I need help if possible, the question is "What do y

Exchange and inflation rates, The Gujistan dollar until January 1st 2009 wa...

The Gujistan dollar until January 1st 2009 was pegged to the USA dollar. As at 31st December 2008, the official spot rate between the two currencies was G$0.6147 = US$1, while the

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd