A PORTFOLIO OF X$,$ Y$,$ AND Z STOCKS

Portfolio proportions

Percentage in X $50\%$

Percentage in Y $20\%$

Percentage in Z $30\%$

Date Stock returns

X Y Z Portfolio returns

Dec$-93-11\mathrm{.}47\%63\mathrm{.}00\%23\mathrm{.}00\%13\mathrm{.}76\%$

Jan$-94-15\mathrm{.}29\%121\mathrm{.}76\%10\mathrm{.}00\%19\mathrm{.}71\%$

Feb$-9416\mathrm{.}10\%15\mathrm{.}11\%13\mathrm{.}00\%14\mathrm{.}97\%$

Mar$-9473\mathrm{.}36\%-5\mathrm{.}56\%15\mathrm{.}50\%40\mathrm{.}22\%$

Apr$-94-12\mathrm{.}00\%21\mathrm{.}63\%20\mathrm{.}00\%4\mathrm{.}33\%$

May$-9428\mathrm{.}70\%43\mathrm{.}56\%30\mathrm{.}33\%32\mathrm{.}16\%$

Jun$-948\mathrm{.}65\%88\mathrm{.}32\%20\mathrm{.}00\%27\mathrm{.}99\%$

Jul$-9415\mathrm{.}38\%56\mathrm{.}43\%-10\mathrm{.}00\%15\mathrm{.}97\%$

Aug$-9421\mathrm{.}32\%64\mathrm{.}60\%10\mathrm{.}00\%26\mathrm{.}58\%$

Sep$-9416\mathrm{.}11\%68\mathrm{.}36\%-30\mathrm{.}52\%12\mathrm{.}57\%$

Part $(1)$: calculate stock's statistics

Average $14\mathrm{.}09\%53\mathrm{.}72\%10\mathrm{.}13\%$

Variance $6\mathrm{.}68\%13\mathrm{.}77\%3\mathrm{.}18\%$

Sigma

Covariance between X and Y $-5\mathrm{.}79\%$ #NAME?

Covariance between Y and Z $-1\mathrm{.}28\%$ #NAME?

Covariance between X and Z $-0\mathrm{.}14\%$ #NAME?

Correlation between X and Y $-60\mathrm{.}40\%$ #NAME?

Correlation between Y and Z $-19\mathrm{.}31\%$ #NAME?

Correlation between X and Z $-3\mathrm{.}04\%$ #NAME?

Part $(2-$A$)$Portfolio returns

Use SUMPRODUCT $208\mathrm{.}26\%$ #NAME?

Use MMULT #NAME?

Use equation $($inluding weights$)$ #NAME?

Use AVERAGE $20\mathrm{.}83\%$ #NAME?

Part $(2-$B$)$Portfolio Variance

Use equation #NAME?

Use excel function for VARIANCE #NAME?

Part $(2-$C$)$Portfolio Standard Deviation

Use SQRT #NAME?

Use excel function for STANDARD DEVIATION #NAME?

Part $(3-$B$)$ Correlation Matrix

Part $(3-$B$)$ Covariance Matrix