0.10 Given the six years of percentage linear return from Stock 1, 2 and 3 in the following table Year Stock 1 return Stock 2 return Stock 3 return 2013 0.20 -0.05 2014 -0.15 -0.20 -0.3 2015 0.20 -0.10 0.25 2016 0.25 0.30 -0.1 2017 -0.30 -0.20 0.4 2018 0.20 0.60 0.15 1. Calculate the unbiased estimates for the 3 x 1 vector of expected returns fo and the 3 x 3 variance-covariance matrix Vo oio 01.2001,3,0 2. (Bonus question) For a generic 3 x 3 variance covariance matrix Vo = 91.20 2.0 02.3, 01.3,0 23.0 03.0 compute diag(V.)- Vodiag(Vo)- (21,1 012 013 hint: given matrix A = 02.1 422 423 then (3,1 (3,2 13,3 0 Saw 0 0 0 0 diag(A) = 0 . 0 and diag(A) = (122 0 0 0 03.3 0 0 3. (Bonus question) What is it that you just computed? using the table above compute and interpret each value of each entry of the new object 0.10 Given the six years of percentage linear return from Stock 1, 2 and 3 in the following table Year Stock 1 return Stock 2 return Stock 3 return 2013 0.20 -0.05 2014 -0.15 -0.20 -0.3 2015 0.20 -0.10 0.25 2016 0.25 0.30 -0.1 2017 -0.30 -0.20 0.4 2018 0.20 0.60 0.15 1. Calculate the unbiased estimates for the 3 x 1 vector of expected returns fo and the 3 x 3 variance-covariance matrix Vo oio 01.2001,3,0 2. (Bonus question) For a generic 3 x 3 variance covariance matrix Vo = 91.20 2.0 02.3, 01.3,0 23.0 03.0 compute diag(V.)- Vodiag(Vo)- (21,1 012 013 hint: given matrix A = 02.1 422 423 then (3,1 (3,2 13,3 0 Saw 0 0 0 0 diag(A) = 0 . 0 and diag(A) = (122 0 0 0 03.3 0 0 3. (Bonus question) What is it that you just computed? using the table above compute and interpret each value of each entry of the new object