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4447机器学习中等数值题short

Implied Covariance From Chosen Blend 7

题目

A desk uses C = 0.7 S1 + 0.3 S2. The standard deviations of S1 and S2 are 1.0 and 1.5, and the standard deviation of C is 0.95. What covariance between S1 and S2 is implied?

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