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3) The annual returns on 4 stocks for 5 years are given below: Build a Variance-Covariance matrix. Calculate the Correlation between stocks. Year LOON UFO
| 3) | The annual returns on 4 stocks for 5 years are given below: | ||||
| Build a Variance-Covariance matrix. | |||||
| Calculate the Correlation between stocks. | |||||
| Year | LOON | UFO | SOP | LOL | |
| 2007 | 12.20% | 15.40% | 21.60% | 2.70% | |
| 2008 | -10.30% | -2.50% | -6.80% | 8.80% | |
| 2009 | 20.80% | 13.50% | 8.40% | -2.10% | |
| 2010 | 15.70% | 28.80% | 12.60% | 17.60% | |
| 2011 | 11.60% | -5.70% | 8.70% | 14.50% | |
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University Finances Accounting And Budgeting Principles For Higher Education
Authors: Dean O. Smith
1st Edition
1421427257, 978-1421427256
