Look up the 2019 Capital Market Assumptions from Voya. The .pdf document should be titled, "2019...

Look up the 2019 Capital Market Assumptions from Voya. The .pdf document should be titled, "2019 Capital Market Assumptions."

Find their correlation matrix and then find the following correlations:

S&P 500 with MSCI EM (this is emerging market stocks) [ Select ] ["0.91", "0.70", "0.88", "0.93"]
Barclays U.S. Aggregate with S&P 500 [ Select ] ["0.20", "0.88", "0.43", "0.12"]
Bloomberg Commodity with Russell 3000 (small-cap stocks) [ Select ] ["0.31", "0.24", "0.25", "0.27"]

Expert Solution

The correlation matrix from 2019 Capital Market Assumptions are attached.

The right correlations asked in the question are below and can be seen in the charts attached,

Correlation of S&P 500 with MSCI EM = "0.70" [select 3rd option]

Correlation of Barclays U.S. Aggregate with S&P 500 = "0.20" [select 1st option]

Correlation of Bloomberg Commodity with Russell 3000 (small cap stocks) = "0.27" [select 4th option]

jeff jeffy answered 6 months ago

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