6) The following are rates of return for Grantham Corp and Grace Industries: Month 1 2 3 4 5 6 7 8 9 10 11 12 Grantham -0.05 0.08 -0.04 0.135 -0.04 0.055 0.08 -0.08 -0.03 0.07 0.06 -0.1 Grace 0.07 0.06 -0.02 -0.06 0.02 0.12 -0.06 0.01 -0.01 0.09 -0.02 0.08 Compute the following: a) Average monthly return for each stock b) Standard Deviation of returns for each stock c) Covariance between the rates of return d) The correlation coefficient between the rates of return