Quantitative Methods Q169
| Scenario | P(Scenario) | Expected Returns of Lemon Co. | Expected Returns of Demon Co. |
| Recession | 0.25 | 2% | 4% |
| Normal | 0.5 | 8% | 10% |
| Boom | 0.25 | 12% | 16% |
The correlation coefficient of Lemon Co. and Demon Co. is closest to:
| Scenario | P(Scenario) | Expected Returns of Lemon Co. | Expected Returns of Demon Co. |
| Recession | 0.25 | 2% | 4% |
| Normal | 0.5 | 8% | 10% |
| Boom | 0.25 | 12% | 16% |
