Exercise

# Calculate the probability

Consider two random variables \(X\) and \(Y\) with \(\mu_X = 0.05\) and \(\mu_Y = 0.025\), \(\sigma_X = 0.10\), \(\sigma_Y = 0.05\). The correlation between \(X\) and \(Y\) is \(\rho\).

If \(\rho = 0.9\) what is \(Pr(X <= 0,Y <= 0)\)?

Instructions

**50 XP**

##### Possible Answers

- 12.8%
- 24.5%
- 0.1%
- 9.5%