##### Q-86. A risk manager gathers five years of historical returns to calculate the Kendall τ correlation coefficient for stocks X and Y. The stock returns for X and Y from 2010 to 2014 are as follows:
| Year | X | Y |
|------|------|-------|
| 2010 | 5.0% | -10.0%|
| 2011 | 50.0%| -5.0% |
| 2012 | -10.0%| 20.0%|
| 2013 | -20.0%| 40.0%|
| 2014 | 30.0% | 15.0%|
What is the Kendall τ correlation coefficient for the stock returns of X and Y? | Financial Risk Manager Part 1 Quiz - LeetQuiz
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Q-86. A risk manager gathers five years of historical returns to calculate the Kendall τ correlation coefficient for stocks X and Y. The stock returns for X and Y from 2010 to 2014 are as follows:
Year
X
Y
2010
5.0%
-10.0%
2011
50.0%
-5.0%
2012
-10.0%
20.0%
2013
-20.0%
40.0%
2014
30.0%
15.0%
What is the Kendall τ correlation coefficient for the stock returns of X and Y?