Course 1 May 2000 Multiple Choice Exams - Society of Actuaries
Course 1 May 2000 Multiple Choice Exams - Society of Actuaries
Course 1 May 2000 Multiple Choice Exams - Society of Actuaries
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20. Let X and Y denote the values <strong>of</strong> two stocks at the end <strong>of</strong> a five-year period. X is<br />
uniformly distributed on the interval (0, 12) . Given X = x, Y is uniformly distributed<br />
on the interval (0, x) .<br />
Determine Cov(X, Y) according to this model.<br />
(A) 0<br />
(B) 4<br />
(C) 6<br />
(D) 12<br />
(E) 24<br />
<strong>Course</strong> 1 22 <strong>May</strong> <strong>2000</strong>
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