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.

Solutions

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

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