1. Daily rate of returns are shown below calculate the average rate of return, and volatility 2,3%, -0.4%, 4.2%, 1,2%, -1.5%, -0.2%, 1.3%,-2.2%, -1.4%, -0.5% average rate of return= ( ) volatility = ( )

2. Study yourself what covariance and correlation are. And calculate those using the data below. covariance( ), correlation coefficient( ) stock A : 2,3%, -0.4%, 2.2%, 1,2%, -1.5%, -0.2%, 1.3%, -2.2%, -1.4%, -0.5% stock B : -1.2%, 2.0%, 1.0%, -0.8% 1.4%. 0.5%, 1.2%, 3.4%, 2.1%, 1,0%

3. Study yourself how to calculate the rate of return. And get the rate of return and log rate of return when the price series is given as follows.

0 date is today. (hint: It is very convenient if you use Excel. Use ten-thousandths place value) 0 1 2 3 4 5 6

100, 110, 105, 102, 104, 103, 100 ==> rate of return( , , , , , ) ==>log rate of return( , , , , , )

4. Using the answer in question 4. Answer the questions below. (hint: It is very convenient if you use Excel. Use ten-thousandths place value)

cumulative rate of return = ( ), average rate of return=( ), vola tility for rate of return=( ) cumulative log rate of return = ( ), average log rate of return=( ), volatility for log rate of return =( )

5. Rate of return for a given security is 5%. What is log rate of return ?

6. What is the rate of return and volatility for the portfolio given below?

Principal $100,000 Investment in stock A is $ 30,000, Investment in stock B is $70,000

Their statistical properties are given below.

Expected rate of return : stock A: 5%, stock B : 8% Volatility : StockA: 12%, stock B : 15%, correlation between stock A and stock B is -0.3

Expected rate of return for the portfolio ( )

Volatility of the portfolio( )

I really want the steps for each question step by step, Thank u so much in advanced!