Suppose I have two power generating technologies, Coal and Oil, of which the generating cost components(total generating cost = Capital cost+Fuel cost+Variable O&M cost+Fixed O&M cost) are correlated in the following manner:
Oil Fuel Variable O&M Fixed O&M Fuel 0.48 0 0 Coal Var O&M 0 0.7 0.1 Fixed O&M 0 0.1 0.7
Suppose Technology A is COAL and Technology B is OIL. How do I find the correlation between the total costs of the two technologies, that is COAL and OIL (one correlation coefficient) when three categories of costs are already correlated as given above? I have the weights of cost components of each total technology cost and the standard deviation of each cost component of the two technologies as well.