NO.PZ2015121801000130
问题如下：
Consider the pairwise correlations of monthly returns of the following asset classes:
Based solely on the information in the above table, which equity asset class is most sharply distinguished from US equities?
选项：
A.Brazilian equities.
B.European equities.
C.East Asian equities.
解释：
A is correct.
The correlation between US equities and Brazilian equities is 0.76. The correlations between US equities and East Asian equities and the correlation between US equities and European equities both exceed 0.76. Lower correlations indicate a greater degree of separation between asset classes. Therefore, using solely the data given in the table, returns on Brazilian equities are most sharply distinguished from returns on US equities.
这个是用那个计算器的data功能算吗 然后求出b？越小越不相关？
