PRMIA 8002 Question Answer
Consider two securities X and Y with the following 5 annual returns:
X: +10%, +3%, -2%, +3%, +5%
Y: +7%, -2%, +3%, -5%, +10%
In this case the sample covariance between the two time series can be calculated as:
PRMIA 8002 Summary
- Vendor: PRMIA
- Product: 8002
- Update on: Jul 25, 2025
- Questions: 132
