Question: problem 6) what is the correlation between markets from the point of view of a U.S investor? problem 6)what is the correlation between markets from

problem 6) what is the correlation between markets from the point

problem 6) what is the correlation between markets from the point of view of a U.S investor?

problem 6)what is the correlation between markets from the point of view of Japanese investor?

Period United States Japan Exchange Ratea 1 2 3 4 5 6 12% 15% 5% 10% 6% 18% 12% 10% 12% 7% 200 180 190 150 170 180 "Beginning of period value of yen for dollars. What is the average return in each market from the point of view of a U.S. and a Japanese investor? 5. What is the standard deviation of return from the point of view of a U.S. and a Japanese investor? 6. What is the correlation of return between markets from the point of view of each investor

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