a.)

b.)

c.

a.compute the covariance between goldsay and market

b compute the standard deviation

C. compute beta

need this done asap only 25 minutes left

Financial analysts have estimated the returns on shares of the Goldday Corporation and the overall market portfolio under two economic states nature as follows. For Goldday the state dependent returns are -0.06 in recession, and 0.08 in an economic boom For the market the state dependent returns are -0.06 in recession and 0.16 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50 Compute the covariance between Goldday and the market Financial analysts have estimated the returns on shares of the Goldday Corporation and the overall market portfolio under two economic states nature as follows. For Goldday the state dependent returns are -0.04 in recession, and 0.10 in an economic boom. For the market the state dependent returns are -0.12 in recession and 0.18 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50 Compute the standard deviation of the market Financial analysts have estimated the returns on shares of the Goldday Corporation and the overal market portfolio under two economic states nature as follows. For Goldday the state dependent returns are -0.04 in recession, and 0.10 in an economic boom. For the market the state dependent returns are -0.12 in recession and 0.14 in boom. The analyst estimates that the probability of a recession is 0.50 while the probability of an economic boom is 0.50 Compute the beta of Goldday