Robustness of Correlation Metrics - Quant Researcher Interview Question

Problem Description

Understanding the relationship between asset returns is fundamental for portfolio construction and risk management. While Pearson correlation measures linear dependence, Spearman rank correlation offers a robust alternative that assesses monotonic relationships and mitigates the impact of outliers. Comparing these two metrics allows analysts to detect non-linear dependencies and potential data anomalies. Task Implement a function solution(x, y) that computes the Pearson and Spearman correlation