5.113 Suppose that Y1 and Y, have correlation coefficient py,.Y, and for constants a, b, c and d let Wi = a +bYj and W2 = c +dY2. a Show that the correlation coefficient between W1 and W2, pw,,w,, is...

Extracted text: 5.113 Suppose that Y1 and Y, have correlation coefficient py,.Y, and for constants a, b, c and d let Wi = a +bYj and W2 = c +dY2. a Show that the correlation coefficient between W1 and W2, pw,,w,, is such that |pr,.Y2| = lewi,wzl- b Does this result explain the results that you obtained in Exercise 5.110?