# Tag Info

Just divide covariance by the square roots of the two variances. In this case you would want $$\frac{1/a}{\sqrt{\frac{1}{a}\frac{c}{b^2}}},$$ which takes value $$\frac{|1^{\top}\Sigma^{-1}\mu|}{\sqrt{(1^{\top}\Sigma^{-1}1)(\mu^{\top}\Sigma^{-1}\mu)}}.$$