answer Q1 from 1990 to 2019

Year 1990 F H 1. Calculate the following variables for the market index and the stock G Market index Stock Expected return Geometric return Standard deviation Coefficient of variation 2. Calculate correlation coefficient and covariance between market and stock returns Market return Stock retum 13.71% -14.38% 1991 27.68% 2.61% 1992 16.90% 42.55% 1993 29.76% 7.78% 1994 15.55% 33.19% 1995 7.98% 33.80% 1996 30.62% 24.62% 3 1997 34.57% 20. 1096 10 1998 -10.57% 5.109 11 1999 10.18 41.64% 12 2000 31409 -6.9294 13 2001 1.84% -2.00% 14 2002 24.32% 31.009 15 2003 -1.67% -2.45 16 2004 18.53% -3.13 12 2005 6.57% 2.26% 13 2006 28.85% -14,2290 19 2007 -H. 115 33.09 20 2008 -11.77 4.40 21 2009 12:43 36789 22 33 0.25 Sheet Correlation coefficient Covariance 3. Calculate Stock's bet beta 4.Calculate value and covariance vatance method: Martindex Stock VaR SN confidence level .confidence levels AMA 11/12/2001 BUG Ali PI LU Shy ca D 2001 H H 10 17 1.SIN 6.57 beta 3005 N N NET SNE NOVE 3000 2007 NEC 4. Caleate value at covincearance method 10 20 13.07% 2008 NO 11 Marketindes 2000 2010 -8.11 - 11.7 12.4 M -15 35% 14. NET IN -0.25% Vidence level confidence level 2011 NEO NEL 25 20 3.71 -14.73 3610 13.30 2012 2013 2014 2015 2016 2017 2015 2014 5. Assume investor has created the following portalas invested in the marine and invested in stock Calculate portfolio's expected return weighted weagertum Portfolio expected istum NOCEE 29 30 18. 15305 -11.2004 25 -5.7356 11.01 LIN 17.3