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4442机器学习中等数值题short

Implied Correlation From Composite Vol 2

题目

Two standardized signals are combined as C = 0.5 S1 + 0.5 S2. Their standard deviations are 1.2 and 0.8, and the composite standard deviation is observed to be 0.9. What correlation between S1 and S2 is implied?

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