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Correction & Exam Answers

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26 Re: Correction & Exam Answers on Fri Aug 05, 2011 2:57 am

I get the same value for correlation...something wrong with previous calculations...or maybe, being 1.016...we can assume it's just 1.

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27 Re: Correction & Exam Answers on Fri Aug 05, 2011 3:12 am

Admin


Admin
I think I know the problem with correlation, I'm dividing by 6, but should multiply the product of the difference by the probability.

What do you mean you did it with the real number and not percentages?

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28 Re: Correction & Exam Answers on Fri Aug 05, 2011 5:01 am

Admin


Admin
I have corrected my working and now get covariance of

0.659877969

Full working here: http://fmta.forumotion.com/t21-question-10b

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29 Question 2 on Sat Aug 06, 2011 1:48 am

Finally...i get this :


Correlation 0.6599

Can you help with question number 2? "Your answer should clearly illustrate any and all cash flows."

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30 Re: Correction & Exam Answers on Sat Aug 06, 2011 2:47 am

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