4445机器学习中等数值题short
Equal-Weight Signal-To-Return Correlation 5
题目
Signals S1 and S2 are both standardized. Their correlations with next-period return R are 0.12 and 0.08, and Corr(S1,S2)=0.2. If you form C = 0.5 S1 + 0.5 S2, what is Corr(C,R)?
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