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I have this covariance matrix with five variables $X_1$ through $X_5$ in that order.

 6,33  1,72  1,56 -1,12 -1,03
 1,72  2,59  0,98  0,14  0,78
 1,56  0,98  3,20  0,08  0,67
-1,12  0,14  0,08  9,37 -0,89
-1,03  0,78  0,67 -0,89  6,62

How can I find the emipirical correlation between $X_2$ and $X_5$?

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Divide $cov(x_2,x_5)$ by $\sqrt{cov(x_2,x_2)\cdot cov(x_5,x_5)}$ –  Harold May 15 '13 at 15:10

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