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1 Daily Prices on these 4 stocks: 2 Date MSFT INTC 3 3/01/11 26.72 19.66 19.88 8.47 4 4/01/11 26.83 19.94 19.91 8.77 5 5/01/11

1 Daily Prices on these 4 stocks: 2 Date MSFT INTC 3 3/01/11 26.72 19.66 19.88 8.47 4 4/01/11 26.83 19.94 19.91 8.77 5 5/01/11 26.74 19.75 20.15 8.91 6 6/01/11 27.53 19.59 20.32 8.69 7 7/01/11 27.32 19.48 20.34 8.83 8 10/01/11 26.95 19.51 20.17 9.19 9 11/01/11 26.85 19.85 20.25 8.36 10 12/01/11 27.27 20.09 20.49 8.39 11 13/01/11 26.92 20.08 20.45 8.26 12 14/01/11 27.03 19.88 20.57 8.2 13 18/01/11 27.37 19.88 20.58 8.1 14 19/01/11 27.19 19.81 20.2 7.93 15 20/01/11 27.08 19.76 20.15 8.02 16 21/01/11 26.76 19.63 20.11 7.54 17 24/01/11 27.11 20.03 20.54 7.68 18 25/01/11 27.17 20.32 20.9 7.48 19 26/01/11 27.49 20.51 20.78 7.49 20 21 What is the covariance matrix between daily returns MFST, INTC, CSCO and AMD? CSCO AMD 1 Daily Prices on these 4 stocks: 2 Date MSFT INTC 3 3/01/11 26.72 19.66 19.88 8.47 4 4/01/11 26.83 19.94 19.91 8.77 5 5/01/11 26.74 19.75 20.15 8.91 6 6/01/11 27.53 19.59 20.32 8.69 7 7/01/11 27.32 19.48 20.34 8.83 8 10/01/11 26.95 19.51 20.17 9.19 9 11/01/11 26.85 19.85 20.25 8.36 10 12/01/11 27.27 20.09 20.49 8.39 11 13/01/11 26.92 20.08 20.45 8.26 12 14/01/11 27.03 19.88 20.57 8.2 13 18/01/11 27.37 19.88 20.58 8.1 14 19/01/11 27.19 19.81 20.2 7.93 15 20/01/11 27.08 19.76 20.15 8.02 16 21/01/11 26.76 19.63 20.11 7.54 17 24/01/11 27.11 20.03 20.54 7.68 18 25/01/11 27.17 20.32 20.9 7.48 19 26/01/11 27.49 20.51 20.78 7.49 20 21 What is the covariance matrix between daily returns MFST, INTC, CSCO and AMD? CSCO AMD

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