Here is data on the stock prices and returns of General Electric, Boeing and S&P 500 index.

Calculate the highlighted cells.

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A B C D E F G 1 Date GE MONTHLY RETURNS ON GE, BOEING, S&P500, 2000 GE Return Boeing Boeing S&P500 2 return S&P return 3 Jan-02 37.15 40.22 4 Feb-02 38.50 3.63% 45.33 12.71% 5 Mar-02 37.40 -2.86% 47.59 4.99% 1130.20 1106.73 -2.08% 1147.39 3.67% 6. Apr-02 31.55 -15.64% 43.99 -7.56% 7 May-02 31.14. -1.30% 42.23 -4.00% 1076.92 -6.14% 1067.14 -0.91% 8 Jun-02 29.05 -6.71% 44.55 5.49% 989.82 -7.25% 9 Jul-02 32.20 10.84% 41.11 10 Aug-02 30.15 -6.37% 36.87 -7.72% 911.62 -10.31% 916.07 -7.90% 0.49% 11 Sep-02 24.65 -18.24% 33.95 12 Oct-02 25.25 2.43% 29.59 -7.92% 815.28 -12.84% 885.76 -11.00% 8.64% 13 Nov-02 27.12 7.41% 34.05 15.07% 936.31 5.71% 14 Dec-02 24.35 -10.21% 32.99 -3.11% 879.82 -6.03% 15 16 Average return 17 Standard deviation 18 Covariances 19 Cov(GE.Boeing) 20 Cov(GE,SP) 21 22 Cov(Boeing,SP) 23 Correlations 24 Correlation(GE.Boeing) 25 26 27 Correlation(GE,SP) Correlation(Boeing,SP) 28 Portfolio proportions 29 GE 30 Boeing 31 S&P 32 33 Portfolio return 34 Portfolio standard deviation 0.5 0.3 0.21-830-829