SOA Exam P Sample Question 673
Study guide: Exam P-1
Let X and Y be random variables with E(X) = 2, E(Y) = 0, \text{Var}(X) = 1, \text{Var}(Y) = 4 and \rho = \text{Corr}(X, Y) = \dfrac{1}{2}.
Determine the constant c for which X + Y and cX + Y are uncorrelated.
- A)
-3 - B)
-5/2 - C)
-2 - D)
-5/6 - E)
-9/11
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