1. Learn
    2. /
  2. Courses
    3. /
  3. Intro to Computational Finance with R

Exercise

Uncorrelated random variables

For the last exercise, take a look at what happens when you have uncorrelated random variables. In other words, suppose that the random variables \(X\) and \(Y\) are bivariate normally distributed with correlation \(\rho_{XY} = 0\).

On the right, you find the code that contains the solution to the previous exercise.

Instructions

100 XP
  • Change the code to perform the same analysis with correlation \(\rho_{XY} = 0\) instead of \(\rho_{XY} = -0.9\).