Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Question
please show steps in excel
Transcribed Image Text:10) The annual returns for two firms are listed below. Please calculate the variance and
standard deviation of returns for each firm. Also, please calculate the covariance and
correlation of returns between these firms.
Year
Firm A
Firm B
2010
-0.118
0.229
2011
-0.301
-0.047
2012
0.146
0.303
2013
0.477
0.695
2014
0.696
0.264
2015
0.262
0.368
2016
0.546
0.778
2017
0.627
0.050
20
0.509
0.407
2019
-0.163
-0.486
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