Question: 4(c) Use the data in Table 2 below to update the correlation estimate using Today's closing stock prices for each asset. (4 marks) Table 2.

4(c) Use the data in Table 2 below to update the correlation estimate using Today's closing stock prices for each asset. (4 marks) Table 2. Current Daily Volatility Yesterday's closing Price Today's closing Price EWMA-Lambda Correlation coefficient (A,B) Asset A 1.6% $20.00 $20.50 Asset B 2.5% $40.00 $40.50 0.95 0.25

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