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#reading-9-probability-concepts
Question
Covariance of returns is 0 if [...]
Answer
returns on the assets are unrelated.

Tags
#reading-9-probability-concepts
Question
Covariance of returns is 0 if [...]
Answer
?

Tags
#reading-9-probability-concepts
Question
Covariance of returns is 0 if [...]
Answer
returns on the assets are unrelated.
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Subject 7. Covariance and Correlation
Facts about covariance: Covariance of returns is negative if, when the return on one asset is above its expected value, the return on the other asset is below its expected value (an average inverse relationship between returns). <span>Covariance of returns is 0 if returns on the assets are unrelated. Covariance of returns is positive if, when the return on one asset is above its expected value, the return on the other asset is above its expected value (an average positive relationsh

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