In the following table you will fi nd annual return data for six furniture companies between the years 1982 and 1992. Use these data to calculate the variancecovariance matrix of the returns.

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A B 1 E F H 2 3 1982 4 1983 DATA FOR 6 FURNITURE COMPANIES La-Z-Boy Kimball Flexsteel 36.67% 0.20% 41.54% 122.82% 61.43% 195.09% Leggett Herman & Platt 21.92% 62.27% 73.38% Shaw Miller Industries 26.13% 22.50% 117.89% 5 1984 6 1985 7 1986 45.36% 8 1987 20.19% 14.44% 63.51% -38.38% 21.39% 28.42% 1.30% 21.89% 9.11% -7.44% 48.27% -1.27% 45.15% 7.80% 81.17% 24.27% 38.14% 19.83% 10.73% 54.48% -10.21% -11.92% 26.82% 9 1988 -8.94% -11.28% 12.65% 13.77% 10 1989 27.02% 12.85% 12.08% 32.55% 7.06% -7.55% 123.03% -6.24% 11 1990 -11.64% 2.42% -17.13% -6.48% 12 1991 20.29% 6.90% 3.62% 13 1992 34.08% 22.21% 33.46% 50.12% 84.40% 1.31% -5.54% 19.92% 15.48% 5.71% 62.76% 14 15 Beta 16 Mean returns 0.80 29.24% 0.95 20.68% 0.65 25.02% 0.85 31.64% 0.85 1.40 15.34% 43.87%