covariance

covariance = beta(a) * beta(b) * correlation (a,b) covariance = standard deviation (a) * standard deviation (b) * correlation (a,b) Is this correct?

God I hope this stuff isn’t needed, can never remember all the different combinations. Only one I can ever remember is covariance = poo, or correlation*SDa*SDb

sub out correlation for variance of the market in the first equation second one is good

Great, thanks for the quick confirmation. Here is the correct one: cov (a,b) = beta (a) * beta (b) * covariance of market

you mean variance of the market

cov (a,b) = beta (a) * beta (b) * variance of market Big thanks!!

The 2nd one is the formula for calculating beta …

Sorry thought that said std a / std b * corr …

yea, you can think of it in that way, i guess. cov (a,b) = beta (a) * beta (b) * variance of market beta (a) = cov (a,m) / variance of market