(10 marks) Question 2 The following are monthly percentage price changes for four market indexes. Month DIIA 58P500 1 0.03 0.02 2 0.07 0.06 3 0.02 0 0 1 4 0.0 1 0.03 5 0.05 0.04 6 0.06 0.04 Compute the following. (a) Expected monthly rate of return for each market index (b) Standard deviation for each index (c) Covariance between the rates of return for the following index: DIIA and 88P500 (d) The correlation coefcient between the two indices. (e) Using the answers from above parts (as applicable), calculate the expected return and standard deviation of a portfolio consisting of equal parts of DIIA and the SEBP500