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In: Finance

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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