Math Problem Statement
Consider the returns of the MSCI indexes of developed and emerging markets equity in developed section and emerging section of the Excel file that goes with this quiz. Given the returns over the 1988-2013 period, what has been the correlation between these markets? which is the correct answers? 0.67 or 0.23 or 0.79 or 0.44 or 0.91 or
Solution
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Math Problem Analysis
Mathematical Concepts
Statistics
Correlation
Market Returns
Formulas
Correlation formula: corr(X, Y) = Cov(X, Y) / (σ_X * σ_Y)
Theorems
Covariance
Pearson Correlation Coefficient
Suitable Grade Level
Undergraduate level in Finance or Economics
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