Below Exhibit Contains the monthly closing prices and dividends for Coca Cola Exxon. you can use these Data to compute:

1. Er for Coca cola and Exxon
2. Sd for Coca cola and Exxon
3. Cov between Coca cola and Exxon
4. P (Between Coca cola and Exxon)
5. SD, ER, BETA of portfolio (40% of Coca Cola ,60% Exxon)

COCA-COLA EXXON Date Closing Price Rate of Return (%) Dividend Rate of Return (%) Dividend 0.14 0.41 0.41 0.15 12/97 1/98 2/98 3/98 4/98 5/98 6/98 7/98 8.98 9/98 10/98 11/98 12/98 0.41 66.688 64.750 68.625 77.438 75.875 78.375 85.500 80.500 65.125 57.625 67.563 70.063 67.000 Closing Price 61.188 59.313 63.750 67.625 73.063 70.500 71.375 70.250 65.438 70.625 71.625 75.000 73.125 -3.11 5.98 13.06 -2.21 3.29 9.28 -6.01 -19.10 - 11.29 16.94 3.92 -4.58 0.15 -3.71 8.17 5.40 8.04 -2.95 0.66 -1.58 -6.27 7.26 1.42 5.28 -3.03 0.41 0.15 0.15 0.41