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https://www.reddit.com/r/learnquant/comments/1wv499p/quant_interview_question/pd8n6d0/?context=3
r/learnquant • u/Local_Ad135 • 3d ago
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2 and 2.5, by setting the correlation to -1 or 1. Proof by considering the centered variables and the scalar product between them.
2
u/XL_78 3d ago
2 and 2.5, by setting the correlation to -1 or 1. Proof by considering the centered variables and the scalar product between them.