Calculating cov in joint probability questions on Ba 2 plus.

CFA Level I Quant
#1

Hello,

Can someone please advise how can I get to a covariance given this format?

REEM = 30% REEM = 22% REEM = 15% REFA = 20% 0.25 0 0 REFA = 14% 0 0.60 0 REFA = 9% 0 0 0.15

I know how to get S(x,y) using 1-v and correlation using LIN function. Though I’m not getting the correct answer for cov using Sx x Sy x r. I can’t get r correct given expected values. Thanks in advance.

#2

I copy pasted a question (in a box) the format came out terribly, I apologize. Prob. are 0.25, 0.6 and 0.15.

#3

I figured it out, no need to reply:)