Question: Using the information below, find the correlation of the two assets. State of Probability Return on Return on the economy of state Asset 1 Asset

Using the information below, find the correlation of the two assets.

Using the information below, find the correlation of the two assets. State

State of Probability Return on Return on the economy of state Asset 1 Asset 2 Boom 0.30 20% -5% Normal 0.40 15% 5% Recession 0.30 - 10% 10% -0.532 O 0.725 -0.821 -0.994 0.532

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