2014 PM: CME: New Variance of Market

JSobes

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SSCIRP Mean: 5.4% Var: 0.2704
CCIRP Mean: 4.6% Var: 0.0784
TELIRP Mean: 2.8% Var: 0.1024
Regression coeff: a: 0.011 b1 (CCIRP): 1.02 b2 (TELIRP): 1.045
Given a correlation between CCIRP and TELIRP of 0.25 calculate the new VAR of SCIRP
a. 56.4%
b. 31.8%
c. 49.1%
Is this in the 2015 materials?
 
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