The Correlated Traits exercise shows that:

When two characters are correlated, selection always favors
larger values for both or smaller values for both.

When two characters are correlated, one of them can evolve
toward higher values even if smaller values are better for
survival

When two characters are correlated, selection is always strong
on both or weak on both

When two characters are correlated, the optimal values and
selection strengths rise and fall together