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Mohao Li
Answers (1)
No. Corr(X,Y) = Cov(X,Y)/sqrt(Var(X)Var(Y)). If Var(X) = Var(Y) = 1 and Cov(X,Y) = 2, then we have Corr(X,Y) = 2/sqrt(1*1) = 2. However, Corr(X,Y) scales from -1 to 1. Contradiction.
