Probability and Statistics

If the regression coefficient of $Y$ on $X$ is $b_{yx} = 0.8$ and of $X$ on $Y$ is $b_{xy} = 0.45$, the correlation coefficient $r$ is:

Options:

• (A) $0.6$
• (B) $0.36$
• (C) $0.8$
• (D) $0.45$