Stock Returns Month Stock A Stock C Stock H Stock J 1 6.36% 23.39% 8.00% 6.00%...

		Stock Returns
Month	Stock A	Stock C	Stock H	Stock J
1	6.36%	23.39%	8.00%	6.00%
2	9.20%	17.97%	7.00%	2.06%
3	4.02%	19.99%	5.00%	3.61%
4	9.48%	8.88%	6.00%	2.04%
5	3.93%	24.30%	9.00%	3.07%
6	9.02%	9.85%	5.60%	4.69%
7	8.50%	14.78%	4.60%	5.68%
8	7.28%	12.98%	9.40%	5.32%
9	6.78%	17.48%	6.80%	2.31%
10	10.45%	9.91%	3.50%	2.63%
11	8.92%	9.39%	4.90%	2.58%
12	7.81%	19.19%	5.80%	2.98%

Please use the data to calculate the covariance matrix and correlation coefficient matrix.

Expert Solution

Covariance is calculated using COVARIANCE.S function in Excel

Correlation is calculated using CORREL function in Excel

The covariance and correlation matrix are calculated as above

jeff jeffy answered 1 year ago

Year Stock X Stock Y 1 12.00% -6.00% 2 -9.00% 16.00% 3 14.00% 8.00% 4 4.00%...

Year Stock X Stock Y 1 12.00% -6.00% 2 -9.00% 16.00% 3 14.00% 8.00% 4 4.00% 8.00% What is the correlation of Stock X and Stock Y?

Year Stock X 1 8.00% 2 -6.00% 3 13.00% 4 10.00% What is the standard deviation...

Year Stock X 1 8.00% 2 -6.00% 3 13.00% 4 10.00% What is the standard deviation of Stock X's returns? Year Stock X Stock Y 1 13.00% -7.00% 2 -7.00% 17.00% 3 17.00% 6.00% 4 10.00% 9.00% What is the standard deviation of the returns of Stock X? Note: please post your excel formulas for these problems as well.

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...

A 6.00-L sample of C 2 H 4 (g) at 2.00 atm and 293 K is...

A 6.00-L sample of C 2 H 4 (g) at 2.00 atm and 293 K is burned in 6.00 L of oxygen gas at the same temperature and pressure to form carbon dioxide and liquid water. If the reaction goes to completion, what is the final volume of all gases at 2.00 atm and 293 K?

1. ¬B∨(G↔J), H→(B&C) ∴(H&J)→G 2. A∨B, C↔¬(B∨D) ∴C→A 3. (A&B) ↔ (F→G), (A&F) & B∴(G→R)→R 4....

1. ¬B∨(G↔J), H→(B&C) ∴(H&J)→G 2. A∨B, C↔¬(B∨D) ∴C→A 3. (A&B) ↔ (F→G), (A&F) & B∴(G→R)→R 4. T→¬B, T→¬D ∴ T→¬(B∨D) 5. ¬(M∨¬S), S→(R→M) ∴A → (¬R∨T) 6. (F&G) → I, (I∨J) → K ∴F→(G→K) 7. ¬U, O→G, ¬(O∨G) →U ∴G Prove that the arguments are valid by constructing a dedication using the rules MP, MT, DN, Conj, Simp, CS, Disj, DS, DM, CP, HS, BE, and DL. Use CP if needed.

Consider the following project: Year 0 1 2 3 4 Project A -20.00 8.00 7.00 6.00...

Consider the following project: Year 0 1 2 3 4 Project A -20.00 8.00 7.00 6.00 7.00 Find the payback for this project. (ROUND TO TWO DECIMAL PLACES)

Hyacinth Macaw invests 55% of her funds in stock I and the rest in stock J. The standard deviation of returns on I is 16%, and on J it is 23%.

Hyacinth Macaw invests 55% of her funds in stock I and the rest in stock J. The standard deviation of returns on I is 16%, and on J it is 23%. a) Calculate the variance of portfolio returns, assuming the correlation between the returns is 1. b) Calculate the variance of portfolio returns, assuming the correlation is 0.6. c) Calculate the variance of portfolio returns, assuming the correlation is zero.

Suppose coke (c) and hamburgers (h) provide a consumer utility of U(c,h)= (c∗h)^1/2 (a) If coke...

Suppose coke (c) and hamburgers (h) provide a consumer utility of U(c,h)= (c∗h)^1/2 (a) If coke costs 1 TL and hamburger costs 25 TL, how should this consumer spend 100 TL that his mother gives him to maximize his utility? (b) Suppose government wants to discourage coke consumption by taxing coke by 3 TL. From the point of consumer is it better to tax coke or to tax income?

Below are the annual returns of the stock A, B, C and D and the market...

Below are the annual returns of the stock A, B, C and D and the market portfolio for the period 2018-2022. Find the expected return and standard deviation of the stock A, B, C, D and the market portfolio. PREPARED BY HANDWRITING. Year Prob. Asset A Asset B Asset C Asset D Market 2018 0,20 11,00 9,00 12,00 15,00 14,00 2019 0,25 13,00 11,00 15,00 13,00 12,00 2020 0,10 9,00 8,00 11,00 10,00 9,00 2021 0,20 12,00 12,00 11,00 13,00...

1. A mixture of neon and nitrogen gases, in a 8.00 L flask at 42 °C,...

1. A mixture of neon and nitrogen gases, in a 8.00 L flask at 42 °C, contains 3.03 grams of neon and 6.80 grams of nitrogen. The partial pressure of nitrogen in the flask is atm and the total pressure in the flask is atm.( 2answers) 2. A mixture of krypton and argon gases is maintained in a 8.85 L flask at a pressure of 3.89 atm and a temperature of 24 °C. If the gas mixture contains 71.5 grams...

Question