Question: What is the correlation between Asset 1 & Asset 2? Scenarios & Probabilities Market Condition Good Average Poor Probability 0.25 0.5 0.25 Asset-1 Return 15%

What is the correlation between Asset 1 & Asset 2?

Scenarios & Probabilities Market Condition Good Average Poor Probability 0.25 0.5 0.25 Asset-1 Return 15% 12% 9% Asset-2 Return 3% 6% 9% Asset-3 Return 18% 14% 10%

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