New answers tagged correlation
1
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
$$
\frac{|1^{\top}\Sigma^{-1}\mu|}{\sqrt{(1^{\top}\Sigma^{-1}1)(\mu^{\top}\Sigma^{-1}\mu)}}.
$$
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