Which of the following equations is INCORRECT?
A) Cov(Ri,Rj) = E[(Ri - E[Ri]) (Rj - E[Rj]) ] Cov(Ri,Rj)
B) Corr(Ri,Rj) = Var(Ri) Var(Rj)
C) Var(Rp) = x12Var(R1) + x22Var(R2) + 2X1X2Cov(R1,R2)
D) Cov(R ,R ) = 1 i T - 1
F(Ri - Ri) (Rj - Rj)
Correct Answer:
Verified
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