As the quantitative analyst for a global macro hedge fund, you are tasked with examining the MPT characteristics of two investments. One of them is an individual investment, and the other is a broad-based index. You are looking at 20 periods of returns for the investments in question.

Year	Investment (%)	Index (%)
1996	7.07	21.10
1997	10.17	16.79
1998	9.77	2.62
1999	0.79	31.29
2000	10.34	4.98
2001	7.24	4.62
2002	8.45	-1.45
2003	3.11	19.55
2004	4.89	9.03
2005	4.28	9.30
2006	3.64	12.89
2007	5.33	9.96
2008	5.58	-19.03
2009	5.09	19.98
2010	4.61	10.25
2011	5.40	-5.25
2012	5.72	6.36
2013	-0.14	9.13
2014	7.59	3.33
2015	1.02	-1.02

Find the:

1. Mean return, variance of return, and standard deviation of return for the investment. 2. Mean return, variance of return, and standard deviation of return for the index. 3. Covariance between the investment's and the index's returns. 4. Correlation coefficient between the investment's and the index's returns. 5. Beta of the investment (i.e. the slope coefficient).