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Calculate the variance-covariance matrix and correlation matrix correlation with the return begin{tabular}{|r|r|} hline PepsiCo & hline Price & multicolumn{1}{|l|}{ Return } hline 137.2475
Calculate the variance-covariance matrix and correlation matrix
correlation with the return
\begin{tabular}{|r|r|} \hline PepsiCo & \\ \hline Price & \multicolumn{1}{|l|}{ Return } \\ \hline 137.2475 & 1.02% \\ \hline 135.88509 & 0.99% \\ \hline 136.69226 & 0.12% \\ \hline 138.01711 & 0.97% \\ \hline 137.56285 & 0.33% \\ \hline 137.70482 & 0.10% \\ \hline 137.86569 & 0.12% \\ \hline 136.90045 & 0.70% \\ \hline 137.18434 & 0.21% \\ \hline 136.48409 & 0.51% \\ \hline 136.99509 & 0.37% \\ \hline 137.10864 & 0.08% \\ \hline 137.88461 & 0.57% \\ \hline 139.03906 & 0.84% \\ \hline 137.59123 & 1.04% \\ \hline 136.28537 & 0.95% \\ \hline 136.65443 & 0.27% \\ \hline 137.26952 & 0.45% \\ \hline 139.02017 & 1.28% \\ \hline 139.50278 & 0.35% \\ \hline 139.50278 & 0.07% \\ \hline 140.33551 & 0.67% \\ \hline \end{tabular} \begin{tabular}{|l|r|} \hline Average Return & 0.12% \\ \hline Variance & 0.0044 \\ \hline \end{tabular} \begin{tabular}{|r|r|} \hline PepsiCo & \\ \hline Price & \multicolumn{1}{|l|}{ Return } \\ \hline 137.2475 & 1.02% \\ \hline 135.88509 & 0.99% \\ \hline 136.69226 & 0.12% \\ \hline 138.01711 & 0.97% \\ \hline 137.56285 & 0.33% \\ \hline 137.70482 & 0.10% \\ \hline 137.86569 & 0.12% \\ \hline 136.90045 & 0.70% \\ \hline 137.18434 & 0.21% \\ \hline 136.48409 & 0.51% \\ \hline 136.99509 & 0.37% \\ \hline 137.10864 & 0.08% \\ \hline 137.88461 & 0.57% \\ \hline 139.03906 & 0.84% \\ \hline 137.59123 & 1.04% \\ \hline 136.28537 & 0.95% \\ \hline 136.65443 & 0.27% \\ \hline 137.26952 & 0.45% \\ \hline 139.02017 & 1.28% \\ \hline 139.50278 & 0.35% \\ \hline 139.50278 & 0.07% \\ \hline 140.33551 & 0.67% \\ \hline \end{tabular} \begin{tabular}{|l|r|} \hline Average Return & 0.12% \\ \hline Variance & 0.0044 \\ \hline \end{tabular}Step by Step Solution
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