Question: There are three states, Sunny (with probability 50%), Cloudy (with probability 30%) and Rainy (with probability 20%). The return of Parasol is 20% when sunny,

There are three states, "Sunny" (with probability 50%), "Cloudy" (with probability

There are three states, "Sunny" (with probability 50%), "Cloudy" (with probability 30%) and "Rainy" (with probability 20%). The return of Parasol is 20% when sunny, 0% when cloudy, and 0% when rainy. The return of Umbrella is 0% when sunny, 5% when cloudy, and 10% when rainy. The correlation of Parasol and Umbrella is

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