When studying correlations, how do the three bivariate correlation coefficients between three variables relate? After transforming Pearson's correlation coefficient r into a Euclidean distance, undergraduate students can tackle this problem using their secondary school knowledge of geometry (Pythagoras' theorem and similarity of triangles). Through a geometric interpretation, we start from two correlation coefficients r[subscript AB] and r[subscript BC] and then estimate a range for the third correlation r[subscript AC]. In the case of three records (n = 3), the third correlation r[subscript AC] can only attain two possible values. Crossing borders between mathematical disciplines, such as statistics and geometry, can assist students in deepening their conceptual knowledge. (Contains 2 tables and 6 figures.)