Month Asset A returns Asset B returns Asset C returns 1 -4.0% 11.0% 15.5% 2 1.5%...

Month	Asset A returns	Asset B returns	Asset C returns
1	-4.0%	11.0%	15.5%
2	1.5%	6.0%	14.5%
3	-1.5%	-7.0%	-9.5%
4	7.0%	7.5%	12.5%
5	2.0%	-3.5%	22.5%
6	6.5%	-6.5%	-11.0%
7	-2.5%	13.5%	19.0%
8	3.5%	9.0%	20.0%
9	4.5%	9.0%	-24.0%
10	1.5%	11.5%	13.0%
11	-4.5%	-4.5%	17.0%
12	5.0%	-2.5%	-15.5%

1) In Excel, calculate the standard deviation of each asset using the approach. ( DO NOT Use of the Excel stdev or related function )

2) In Excel, calculate the average return of each asset using the approach. ( DO NOT Use of the Excel avg or related function )

3) In Excel, calculate the covariance between the A and B assets. ( DO NOT Use of the Excel covar or related function)

4) In Excel, calculate the covariance between the A and C assets. ( DO NOT Use of the Excel covar or related function )

5) In Excel, calculate the covariance between the B and C assets. ( DO NOT Use of the Excel covar or related function)

Solutions

Expert Solution

jeff jeffy answered 1 year ago

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