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The following are monthly percentage price changes for four market indexes. Compute the following. a. Averaoe monthiv rate of return for each index. Round your answers to five decimal plachs. DJiA: SBP 500 : Russell 2000 : Nakker: b. Standard deviation for each index. Do not round intermediate calculations, Mound your answers to four decomal places. DHA: SSP500: Russell 2000: Nikkel: C. Covariance between the rates of return for the following indexes. Use a minus sign to enter negative values, if any, Do not round intermedate calculations. Round your answers to six decimal places. Covariance (DHA, SAP 500): Covariance (S8P 500, Russell 2000): Covartance (SSP SD0, Nikke): Covariance (kussell 2000, Nikkei): d. The correiation coefficients for the same four combinations. Use a minus sign to enter negative values, if any. Do not round intermediate calculations. Round your answers to four decimal places. Correlation (DJA, SBP 500): Nikkei: c. Covariance between the fates of return for the following indexes, Use a minus sign to enter negative values, if any. Do not round intermediate calculations. Round your answers to six decimal places. Covariance (DJiA, ssp 500): Covariance (SAP 500, Russell 2000): Covariance (SSP 500, Nikkei): Covariance (Pussell 2000, Nikke): d. The correlation coefficients for the same four combinutions, Use a minus sign to enter negative values, Y any. Do not round intermediate calculations, Round your answers to four decimal places. Correlation (DHA, SBP 500): Correlation (SAP 500, fussell 2000): Correlation (Ss0 500, Nikkei): Correlation (Russell 2000, Nikkel): e. Using the unrounded answers from ports ( 0 ), (b), and (d), calculate the expected return and standard devation of a portfolo consisting of equal parts of (1) the 5.5P and the Russell 2000 and (2) the SAP and the Nikkel. Do not round intermediate calculations. Round your answers to five decimal places. Expected return (SSP 500 and Russell 2000): Standard deviation (58P 500 and Russell 2000): Expected return (SBP 500 and Nikkel): Standard deviation (SAP 500 and Nikkel): Since SAP 500 and Ausell 2000 have a strong correlation, meaninghu reduction in nis. if they are combined. Since SSP 500 and Nikkei have a strong correlation, meaningful reduction in risk if they are combined