If it is known that the grades of mathematics class and phys

If it is known that the grades of mathematics class and physics have a correlation coefficient of 0.33. the standard deviation of the grades of math class and physics are 5.6 and 7.9 respectively, what is the covariance between the grades of the students from the two classes?

Solution

Covariance = correlation * sigmax *sigmay = 0.33 * 5.6 * 7.9 = 14.5992 = 14.6