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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

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

status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
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repetition number in this series | 0 | memorised on | scheduled repetition | ||||

scheduled repetition interval | last repetition or drill |

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