In the following table, you will find annual return data for six high-tech companies between the years 1997 and 2007. Use the information below to compute the variance - covariance matrix of the returns. A B C DE F G H 1 Data for 6 High-Tech Companies 2 MSFT 3 1997 4 1998 36.67% 122.82% 5 1999 INTC 0.20% 61.43% 195.09% 14.44% 63.51% -38.38% CSCO 41.54% DELL 21.92% IBM GOOG 26.13% 22.50% 62.27% 73.38% 117.89% -1.27% 45.15% 7.80% 6 2000 21.39% 28.42% 1.30% 81.17% 24.27% 38.14% 7 2001 45.36% -7.44% 21.89% 19.83% 10.73% 54.48% 8 2002 20.19% 48.27% 9.11% -10.21% -11.92% 26.82% 9 2003 -8.94% -11.28% 12.65% 13.77% 7.06% -6.24% 10 2004 27.02% 12.85% 12.08% 32.55% -7.55% 123.03% 11 2005 -11.64% 2.42% -17.13% -6.48% 1.31% 15.48% 12 2006 20.29% 6.90% 3.62% 50.12% -5.54% 19.92% 13 2007 34.08% 22.21% 33.46% 84.40% 5.71% 62.76% 14 15 Beta 0.80 16 Mean returns 29.24% 0.95 20.68% 0.65 0.85 0.85 1.40 25.02% 31.64% 15.34% 43.87%