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2. What is an equally weighted portfolio of these 5 stocks. What is the variance of that portfolio? * Wherever needed, use sample rather than
2. What is an equally weighted portfolio of these 5 stocks. What is the variance of that portfolio?
* Wherever needed, use sample rather than population (variance, covariance, etc)
Month | X1 | X2 | X3 | X4 | X5 |
1 | -0.21717 | 0.239696 | 0.170301 | -0.11399 | 0.055267 |
2 | -0.42 | -0.29823 | 0.480517 | -0.44549 | -0.01008 |
3 | 0.142181 | 0.48032 | -0.091 | -0.47459 | 0.497888 |
4 | -0.18145 | -0.3862 | 0.23331 | -0.49019 | 0.321534 |
5 | 0.19849 | -0.49266 | -0.18152 | 0.446043 | 0.145984 |
6 | -0.42278 | -0.35176 | -0.21992 | -0.42591 | -0.30445 |
7 | -0.34384 | -0.09897 | 0.107859 | 0.373481 | -0.04227 |
8 | -0.14709 | -0.13015 | 0.287522 | 0.385754 | -0.11824 |
9 | 0.345416 | -0.39514 | 0.414305 | 0.293119 | -0.28802 |
10 | 0.196955 | -0.20538 | -0.24145 | 0.079298 | -0.32111 |
11 | -0.32175 | -0.06437 | 0.042547 | -0.32123 | 0.349265 |
12 | 0.309285 | 0.142923 | 0.304722 | 0.383132 | -0.00878 |
13 | -0.05805 | -0.32614 | -0.06879 | -0.10715 | 0.187334 |
14 | 0.286931 | -0.34206 | 0.484349 | 0.11203 | 0.48828 |
15 | 0.490737 | 0.413561 | -0.30054 | -0.47483 | 0.214244 |
16 | -0.16019 | 0.322698 | 0.013613 | -0.04919 | -0.45208 |
17 | 0.141292 | -0.00837 | 0.254066 | -0.16284 | 0.14989 |
18 | 0.465426 | -0.13544 | 0.394649 | 0.431491 | -0.30818 |
19 | 0.052511 | -0.1128 | 0.309307 | 0.331781 | 0.261628 |
20 | 0.372814 | -0.05572 | -0.09637 | -0.23863 | -0.34891 |
21 | 0.131036 | -0.08023 | -0.07613 | -0.13719 | -0.20617 |
22 | 0.238251 | -0.03845 | 0.252892 | 0.052354 | 0.106758 |
23 | -0.27864 | -0.49614 | 0.224491 | -0.08467 | 0.198921 |
24 | 0.082607 | 0.408798 | -0.39099 | 0.03033 | -0.14722 |
25 | 0.032293 | -0.46067 | 0.380085 | -0.36683 | -0.14653 |
26 | 0.45724 | -0.48398 | 0.417563 | -0.14337 | 0.087212 |
27 | -0.00752 | 0.252198 | -0.10693 | -0.13398 | -0.40403 |
28 | 0.278238 | 0.358958 | 0.150067 | -0.12946 | 0.257318 |
29 | -0.42655 | 0.291795 | 0.149189 | -0.37571 | 0.323776 |
30 | -0.30345 | 0.301894 | -0.37072 | -0.14702 | -0.03039 |
31 | 0.324324 | 0.418113 | 0.388459 | -0.03771 | 0.426676 |
32 | 0.145892 | -0.13261 | 0.407534 | -0.17899 | -0.43282 |
33 | -0.46345 | -0.00709 | 0.368907 | -0.27342 | -0.26123 |
34 | 0.483253 | -0.35519 | -0.17429 | -0.31045 | -0.04116 |
35 | 0.487829 | -0.08073 | 0.442942 | 0.067786 | 0.116383 |
36 | -0.06039 | -0.14137 | 0.023671 | 0.097228 | -0.39976 |
37 | -0.24913 | -0.4858 | -0.30562 | -0.03219 | 0.333341 |
38 | -0.00372 | -0.383 | -0.1837 | 0.388412 | -0.49547 |
39 | -0.42064 | 0.469181 | -0.4924 | -0.12943 | -0.32821 |
40 | -0.02905 | -0.26032 | -0.28942 | 0.280452 | -0.06269 |
41 | -0.2134 | 0.127957 | 0.130879 | -0.35513 | 0.493024 |
42 | 0.433229 | 0.049009 | -0.26107 | 0.148932 | 0.329346 |
43 | -0.09263 | -0.4286 | -0.07522 | 0.275099 | -0.23841 |
44 | -0.08627 | 0.061877 | -0.03995 | 0.376401 | -0.3914 |
45 | -0.31717 | 0.257236 | 0.066847 | 0.453899 | -0.25484 |
46 | -0.0852 | -0.03508 | -0.29439 | -0.47011 | -0.10345 |
47 | -0.18112 | -0.22629 | -0.29473 | 0.466767 | 0.160167 |
48 | 0.051935 | -0.40286 | 0.102036 | -0.45713 | -0.4911 |
49 | -0.37355 | -0.21677 | -0.36187 | -0.49077 | 0.03067 |
50 | 0.118064 | 0.074059 | 0.253108 | -0.34762 | -0.34535 |
51 | 0.201301 | 0.239942 | 0.206275 | 0.268715 | 0.369491 |
52 | 0.311841 | 0.393865 | -0.16458 | -0.10914 | 0.018301 |
53 | 0.317077 | 0.16864 | 0.31034 | -0.27489 | -0.13622 |
54 | 0.194075 | -0.15887 | 0.035346 | 0.054961 | -0.49648 |
55 | 0.490027 | 0.315159 | -0.2575 | 0.439672 | -0.24812 |
56 | 0.452126 | 0.061083 | -0.0797 | -0.02377 | 0.089755 |
57 | -0.45131 | -0.23983 | -0.10107 | -0.1465 | 0.264234 |
58 | -0.14867 | 0.224933 | -0.0575 | -0.18054 | -0.11122 |
59 | -0.0568 | -0.32247 | -0.21287 | -0.14425 | -0.10273 |
60 | -0.0351 | 0.49783 | 0.306504 | 0.432802 | -0.38406 |
61 | -0.01436 | 0.020594 | 0.018456 | -0.45359 | 0.099357 |
62 | 0.363342 | 0.275948 | 0.173924 | -0.249 | -0.49349 |
63 | -0.30863 | -0.3218 | -0.27905 | 0.12623 | 0.162706 |
64 | -0.25437 | -0.01412 | 0.107991 | 0.21865 | -0.48735 |
65 | -0.21972 | -0.04041 | 0.497752 | 0.192121 | 0.12603 |
66 | 0.442718 | 0.126449 | 0.058368 | 0.257183 | 0.059654 |
67 | -0.46835 | -0.02051 | -0.40843 | -0.27638 | 0.488398 |
68 | -0.02134 | -0.25197 | -0.1904 | 0.484939 | 0.114514 |
69 | -0.45683 | 0.415675 | -0.30517 | 0.261616 | 0.404845 |
70 | -0.43716 | -0.28279 | -0.26699 | 0.270116 | 0.10043 |
71 | -0.38121 | 0.13319 | -0.01848 | -0.46033 | -0.18267 |
72 | -0.23298 | 0.496001 | -0.16278 | 0.291169 | -0.28255 |
73 | 0.330777 | 0.271829 | 0.290118 | 0.433243 | -0.1422 |
74 | -0.46972 | -0.42819 | 0.309084 | 0.012227 | -0.03932 |
75 | 0.277231 | 0.06058 | 0.372965 | 0.04087 | 0.129446 |
76 | 0.466145 | 0.225426 | 0.421961 | -0.13983 | 0.446264 |
77 | -0.23516 | -0.24379 | 0.102683 | -0.40022 | 0.268513 |
78 | -0.28007 | 0.108034 | -0.10516 | 0.440796 | -0.33819 |
79 | -0.287 | -0.28052 | -0.28512 | 0.227158 | 0.277323 |
80 | 0.093568 | 0.297768 | 0.271094 | -0.27302 | -0.22179 |
81 | 0.37978 | -0.31295 | -0.42646 | -0.17655 | 0.32389 |
82 | -0.03359 | -0.42465 | 0.143302 | -0.25847 | -0.07846 |
83 | -0.41691 | 0.189766 | 0.435296 | 0.412586 | -0.36599 |
84 | 0.250459 | 0.243165 | -0.00409 | 0.230145 | -0.16266 |
85 | 0.3976 | 0.230725 | -0.03891 | -0.28056 | -0.16059 |
86 | -0.18409 | 0.322722 | 0.490362 | -0.37071 | -0.18114 |
87 | -0.33138 | -0.1472 | 0.228392 | 0.454579 | 0.017423 |
88 | -0.2083 | -0.09264 | 0.208683 | 0.272439 | 0.060602 |
89 | 0.165066 | -0.211 | -0.42205 | 0.499409 | 0.359508 |
90 | 0.285902 | -0.14842 | -0.1555 | -0.34093 | 0.464597 |
91 | 0.045559 | -0.20859 | 0.371346 | -0.44865 | 0.428687 |
92 | -0.48177 | -0.27987 | -0.05736 | 0.106398 | 0.395848 |
93 | 0.254877 | 0.398521 | 0.375977 | -0.4542 | -0.01996 |
94 | 0.172303 | -0.10694 | -0.17307 | -0.10667 | -0.26011 |
95 | 0.088762 | -0.03368 | -0.23022 | 0.311116 | -0.05778 |
96 | 0.309622 | -0.06171 | -0.17324 | 0.448418 | 0.39533 |
97 | 0.206557 | -0.03061 | 0.148406 | 0.038223 | -0.07596 |
98 | -0.46945 | 0.064453 | 0.162142 | 0.477828 | 0.022462 |
99 | 0.196742 | 0.422442 | 0.27159 | -0.09475 | -0.06566 |
100 | 0.006237 | -0.42879 | 0.098915 | 0.003513 | -0.45235 |
101 | -0.10083 | 0.349874 | 0.265786 | 0.423075 | 0.134659 |
102 | 0.125028 | -0.0439 | 0.428498 | -0.0925 | -0.06141 |
103 | 0.258056 | -0.16361 | -0.3548 | 0.487006 | 0.043474 |
104 | -0.26151 | 0.269525 | -0.45999 | -0.41254 | -0.49236 |
105 | 0.183317 | 0.252387 | 0.471811 | -0.25827 | -0.48099 |
106 | 0.182157 | -0.19825 | 0.440418 | 0.087688 | 0.429456 |
107 | -0.14647 | 0.221949 | -0.08128 | 0.456735 | -0.06833 |
108 | 0.115456 | -0.41543 | 0.316779 | -0.22045 | 0.179266 |
109 | -0.06269 | 0.027454 | -0.08078 | 0.052044 | 0.262868 |
110 | 0.30102 | 0.052364 | -0.12836 | -0.1079 | -0.04803 |
111 | 0.277051 | 0.315774 | 0.310483 | 0.183332 | 0.498147 |
112 | -0.11973 | 0.100123 | 0.058992 | -0.42426 | 0.310923 |
113 | -0.48399 | 0.148444 | 0.082166 | -0.08709 | 0.077651 |
114 | 0.236309 | 0.244129 | -0.18421 | -0.05705 | 0.123019 |
115 | -0.35423 | -0.15196 | -0.21637 | -0.04807 | 0.1018 |
116 | -0.39809 | 0.310482 | -0.07007 | 0.073557 | 0.471421 |
117 | -0.1078 | 0.080657 | 0.120397 | -0.30538 | 0.128489 |
118 | 0.385463 | -0.20432 | 0.194588 | -0.19026 | 0.437117 |
119 | -0.00414 | -0.20115 | 0.048766 | 0.153317 | -0.09328 |
120 | 0.370598 | -0.38565 | 0.319142 | 0.11778 | -0.46025 |
121 | 0.138844 | -0.44512 | -0.34439 | 0.441132 | 0.359598 |
122 | -0.34478 | 0.235686 | -0.18589 | -0.23413 | -0.4142 |
123 | -0.02835 | -0.12598 | 0.475587 | 0.458875 | -0.34144 |
124 | -5.3E-05 | -0.31123 | 0.241933 | 0.017774 | -0.45826 |
125 | -0.12369 | 0.034451 | -0.35307 | -0.30153 | -0.49959 |
126 | 0.072268 | 0.161519 | 0.318498 | 0.250879 | -0.41345 |
127 | 0.250778 | 0.377369 | 0.330506 | 0.136403 | 0.212568 |
128 | 0.2633 | 0.323325 | 0.365789 | -0.14875 | 0.398939 |
129 | -0.48703 | -0.13247 | 0.231158 | 0.22641 | -0.38276 |
130 | 0.173738 | -0.42987 | -0.01852 | 0.416557 | -0.44206 |
131 | 0.235096 | 0.008272 | 0.222216 | 0.473937 | 0.193121 |
132 | -0.45926 | -0.26646 | 0.461102 | -0.13926 | -0.3785 |
133 | -0.36643 | -0.1775 | 0.104067 | -0.41847 | -0.0135 |
134 | -0.05768 | -0.03246 | 0.363347 | 0.212657 | 0.020969 |
135 | -0.11983 | -0.22891 | -0.41148 | 0.492444 | 0.180715 |
136 | 0.160779 | -0.04112 | -0.31157 | -0.21263 | -0.24703 |
137 | -0.05721 | -0.32666 | 0.19342 | 0.405428 | 0.128597 |
138 | -0.0404 | 0.223494 | -0.21183 | -0.18473 | 0.369872 |
139 | -0.05755 | -0.39087 | -0.24967 | -0.09593 | -0.13006 |
140 | 0.027804 | -0.43595 | 0.092575 | 0.249161 | 0.132521 |
141 | 0.218419 | -0.41023 | -0.00923 | 0.294872 | 0.456234 |
142 | 0.171263 | 0.022573 | 0.139494 | 0.276363 | 0.156441 |
143 | 0.155731 | 0.141945 | 0.436962 | 0.277331 | 0.38132 |
144 | 0.444421 | 0.269354 | -0.06487 | -0.39289 | 0.054409 |
145 | 0.237694 | -0.19741 | -0.32899 | 0.442863 | 0.273179 |
146 | 0.038361 | 0.288606 | -0.46139 | -0.4524 | -0.25655 |
147 | -0.18127 | 0.484886 | -0.30861 | 0.389831 | -0.14284 |
148 | -0.21855 | 0.22931 | -0.33245 | -0.48131 | -0.12122 |
149 | -0.48081 | 0.443421 | -0.17358 | 0.495074 | -0.11242 |
150 | -0.19412 | -0.35292 | -0.43476 | -0.4162 | 0.132695 |
151 | -0.03712 | -0.11515 | -0.1423 | 0.233668 | -0.20828 |
152 | -0.49434 | 0.077735 | 0.241879 | 0.386267 | -0.11689 |
153 | -0.46214 | -0.3689 | -0.2707 | -0.16383 | 0.1203 |
154 | -0.23215 | -0.18052 | 0.158893 | 0.087983 | -0.08448 |
155 | -0.05987 | 0.220073 | -0.0107 | -0.31902 | 0.473194 |
156 | 0.338403 | -0.21032 | 0.397828 | 0.380411 | 0.268662 |
157 | 0.35945 | 0.093354 | 0.348325 | -0.0119 | -0.02236 |
158 | -0.44167 | -0.35703 | 0.125677 | 0.015378 | 0.28625 |
159 | -0.3374 | 0.345607 | 0.415488 | 0.196342 | 0.398871 |
160 | -0.31433 | -0.49584 | 0.433508 | 0.354833 | 0.464648 |
161 | 0.226253 | 0.364538 | -0.04426 | -0.21511 | -0.39522 |
162 | -0.43911 | 0.129191 | -0.40069 | 0.493227 | -0.04152 |
163 | 0.215691 | 0.009656 | 0.262704 | 0.158774 | -0.48939 |
164 | -0.24004 | -0.24077 | -0.46009 | 0.045737 | -0.13428 |
165 | 0.447662 | 0.185959 | 0.321833 | 0.024286 | 0.20622 |
166 | -0.03407 | -0.29394 | -0.30084 | -0.01902 | -0.41108 |
167 | -0.12749 | -0.08415 | 0.198352 | 0.174318 | -0.49675 |
168 | 0.160397 | -0.34853 | 0.341517 | 0.169388 | -0.4335 |
169 | 0.19505 | 0.058974 | 0.353449 | -0.43231 | 0.28533 |
170 | 0.113082 | 0.483016 | 0.095114 | -0.12572 | -0.49136 |
171 | 0.007799 | 0.022031 | -0.14184 | 0.264563 | -0.23669 |
172 | 0.239902 | 0.032424 | 0.238283 | -0.26754 | -0.38184 |
173 | 0.172193 | 0.117381 | 0.047551 | 0.094881 | 0.045919 |
174 | 0.431446 | -0.07194 | -0.49753 | 0.37669 | -0.38571 |
175 | -0.07023 | -0.48001 | -0.06308 | 0.390075 | 0.06339 |
176 | 0.188033 | 0.40991 | -0.17085 | -0.01424 | 0.051078 |
177 | -0.24 | -0.16893 | -0.30135 | -0.22423 | 0.382804 |
178 | -0.28864 | 0.42281 | -0.05646 | 0.38038 | 0.33258 |
179 | -0.05182 | -0.42278 | -0.41143 | 0.304925 | -0.1279 |
180 | 0.383942 | 0.010867 | 0.11402 | -0.11897 | -0.01524 |
181 | -0.08231 | -0.41472 | 0.389674 | 0.356603 | 0.102587 |
182 | -0.41131 | 0.292912 | -0.18089 | -0.07695 | 0.065759 |
183 | -0.34539 | -0.19554 | 0.375942 | -0.017 | -0.03271 |
184 | -0.22648 | 0.443436 | 0.402836 | 0.033214 | -0.30992 |
185 | 0.145513 | 0.309906 | -0.488 | -0.38022 | -0.02168 |
186 | 0.090949 | -0.0249 | -0.11159 | 0.121218 | -0.12804 |
187 | -0.18302 | 0.054626 | 0.432996 | -0.44832 | 0.190469 |
188 | 0.002132 | 0.380257 | 0.463623 | -0.20282 | -0.07502 |
189 | -0.2189 | 0.228043 | -0.41291 | 0.424695 | -0.2853 |
190 | -0.40659 | -0.34667 | 0.252854 | -0.34732 | -0.32361 |
191 | 0.155057 | -0.00123 | 0.241407 | -0.34363 | 0.086151 |
192 | 0.27071 | 0.344477 | 0.047457 | 0.272109 | -0.26824 |
193 | 0.021251 | 0.48153 | -0.43546 | -0.13159 | 0.16881 |
194 | -0.14672 | 0.138161 | -0.40469 | -0.45371 | 0.395408 |
195 | 0.154778 | 0.121067 | 0.32462 | -0.18301 | 0.219692 |
196 | -0.38808 | 0.286928 | 0.378555 | -0.10826 | -0.00833 |
197 | -0.09472 | -0.01837 | -0.13526 | -0.16352 | -0.40014 |
198 | -0.20856 | 0.457288 | 0.091239 | -0.08526 | 0.435539 |
199 | 0.110158 | -0.2757 | 0.474827 | -0.29803 | 0.17689 |
200 | -0.4231 | -0.48661 | -0.20312 | 0.033649 | 0.264987 |
201 | -0.41482 | 0.265896 | 0.094012 | 0.336532 | 0.10914 |
202 | 0.327127 | -0.34076 | 0.472069 | -0.36843 | 0.322813 |
203 | 0.117077 | 0.415999 | 0.073508 | 0.441771 | -0.31581 |
204 | 0.286306 | 0.29699 | -0.12183 | -0.26575 | 0.313848 |
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