Being correlation Covariance/Product of two standard deviations, why does covariance's value can never bypass the one of the product of the two standard deviations? Please answer mathematically if possible.
Your phrasing is very odd and I'm not sure if I fully understand you. But I think you're asking why the covariance between two random variables needs to be less than the square root of the variances for the random variables. The would be the Cauchy-Schwarz inequality.
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