I get the same value for correlation...something wrong with previous calculations...or maybe, being 1.016...we can assume it's just 1.
FMTA
FMTA
Financial Markets and Trading Anaylsis
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27 Re: Correction & Exam Answers 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?
What do you mean you did it with the real number and not percentages?
28 Re: Correction & Exam Answers Fri Aug 05, 2011 5:01 am
Admin
Admin
I have corrected my working and now get covariance of
0.659877969
Full working here: https://fmta.forumotion.com/t21-question-10b
0.659877969
Full working here: https://fmta.forumotion.com/t21-question-10b
29 Question 2 Sat Aug 06, 2011 1:48 am
Nuno Nunes
Finally...i get this :
Correlation 0.6599
Can you help with question number 2? "Your answer should clearly illustrate any and all cash flows."
Correlation 0.6599
Can you help with question number 2? "Your answer should clearly illustrate any and all cash flows."
30 Re: Correction & Exam Answers Sat Aug 06, 2011 2:47 am
Admin
Admin
My answer here: https://fmta.forumotion.com/t22-question-2
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