11.1.19
r а = 0.2*0.45+0.5*0.05+0.3*(-0.3) = 0.025
r b = - 0.044
0.425^2*0.2 = 0.03613
0.025^2*0.5 = 0.00031
-0.325^2*0.3 = 0.03169
Корень (0.03613+0.00031+0.03169) = 0.2610
...
Корень (0.01502+0.00562+0.00001) = 0.1437
ковариация = 425*0.274*0.2+0.025*(-0.106)*0.5+(-0.325)*(-0.006)*0.3 = 0.02255
0.02255/(0.2610*0.1437) = 0.6
r а = 0.2*0.45+0.5*0.05+0.3*(-0.3) = 0.025
r b = - 0.044
0.425^2*0.2 = 0.03613
0.025^2*0.5 = 0.00031
-0.325^2*0.3 = 0.03169
Корень (0.03613+0.00031+0.03169) = 0.2610
...
Корень (0.01502+0.00562+0.00001) = 0.1437
ковариация = 425*0.274*0.2+0.025*(-0.106)*0.5+(-0.325)*(-0.006)*0.3 = 0.02255
0.02255/(0.2610*0.1437) = 0.6