Compute the correlation matrix for the 30 industry portfolios using the data in the two photos. Which are the 3 most correlated industry pairs?
AutoSave OFF @ C.. FNCE124-HW2-industry-metrics Home Insert Draw Page Layout Formulas Data Review View Tell me Share Comments Calibri (Body) v Insert v 12 ' X LG ab Wrap Text Percentage O. Fah DX Delete Paste BIU v v a. Av Merge & Center $ % ) Conditional Format Formatting as Table Cell Styles Sensitivity F Format Find & Select Sort & Filter Analyze Data V Yes No Open recovered workbooks? Your recent changes were saved. Do you want to continue working where you left off? X V fx 6.472% D2 Y P Q R S T U V w Y Z AA AB AC AD AE AF AG 1 ElcEq Fabr Fin Food Games Hlth Hshld Meals Mines Oil Other Paper Rtail Servs Smoke Steel Telcm Trans Txtis Util 2 1072 0.0036635 0.0028113 0.0026434 0.0013297 0.0030325 0.0017106 0.0013659 0.0021146 0.0025972 0.0034919 0.0019805 0.001941 0.0022417 0.0024862 0.0010223 0.0032543 0.0016129 0.0027801 0.0030003 0.000716 3 788 0.001059 0.0009196 0.0009377 0.0011757 0.0007777 0.0008612 0.0011174 0.0010798 0.0008504 0.0012524 0.0010178 0.0010392 0.0009596 0.0008673 0.0011669 0.0011508 0.0010341 0.0011753 0.0013279 0.000952 4 303 0.0025639 0.0025013 0.0024025 0.0012653 0.0023531 0.0015603 0.0011904 0.0017022 0.0022501 0.0034174 0.0016659 0.0018338 0.0014997 0.0017046 0.0012245 0.0031437 0.001805 0.0021795 0.0031926 0.00079 5 242 0.0020437 0.0018372 0.0015499 0.0009302 0.0018559 0.0012576 0.0010413 0.0012932 0.0016353 0.0018242 0.0012274 0.0014363 0.0015494 0.0017832 0.0010319 0.0021048 0.0010598 0.0015824 0.0017289 0.000605 6 825 0.0026274 0.0024187 0.0024785 0.0013116 0.0023163 0.001442 0.0011773 0.0019427 0.0019497 0.0032701 0.0019405 0.0019071 0.0014169 0.0017675 0.0012992 0.0033644 0.0016816 0.0024669 0.0034214 0.000775 7 897 0.0024818 0.0024118 0.0020527 0.0011653 0.0020475 0.001435 0.0011643 0.0015601 0.0023302 0.002789 0.0015892 0.0018262 0.0014576 0.0016801 0.0010144 0.003004 0.0013709 0.0021183 0.0025096 0.000786 8 778 0.0020568 0.0016197 0.0016241 0.0009438 0.0017862 0.0010237 0.0010302 0.0014226 0.0011617 0.0019767 0.0011988 0.0012805 0.0014345 0.0014602 0.0007983 0.0019957 0.0011357 0.0016546 0.0022587 0.000515 9 879 0.0028055 0.0027069 0.0023796 0.0013308 0.002266 0.0015443 0.0013811 0.0018501 0.0022987 0.0029272 0.0017542 0.0019444 0.0017458 0.0019024 0.0010088 0.0031002 0.0015217 0.0023941 0.0031982 0.001050 10 385 0.0030299 0.0030244 0.0025077 0.0009374 0.0027409 0.0013746 0.0008365 0.0014896 0.0047234 0.0045617 0.0015956 0.0014264 0.0009896 0.0015069 0.0007104 0.0051532 0.0016468 0.0019666 0.0027683 0.000713 11 299 0.0034505 0.0027348 0.0022334 0.0010998 0.00236 0.0015729 0.0012088 0.0015774 0.0022473 0.0029874 0.0017059 0.0018878 0.0016056 0.0019005 0.0011028 0.0033054 0.0014798 0.0023482 0.0027719 0.000725 12 244 0.0027348 0.0031201 0.0021335 0.0010061 0.0021229 0.0013148 0.0011298 0.0014801 0.0025242 0.0029107 0.001633 0.0018369 0.001342 0.0016682 0.0010432 0.0033475 0.0013569 0.0021702 0.0027101 0.000694 13 077 0.0022334 0.0021335 0.0026246 0.0010873 0.0020084 0.0013392 0.0010284 0.0015787 0.0016646 0.0027957 0.0016426 0.0015912 0.0013243 0.0016131 0.0009766 0.0028282 0.0014055 0.0020914 0.0026135 0.000591 14 374 0.0010998 0.0010061 0.0010873 0.001431 0.0009997 0.0008544 0.0010656 0.0010966 0.0009339 0.0013267 0.0010811 0.0010852 0.001006 0.0009235 0.0012432 0.0012909 0.0010783 0.0011974 0.0013009 0.000893 15 409 0.00236 0.0021229 0.0020084 0.0009997 0.0037745 0.0014592 0.000846 0.0015275 0.0019639 0.0027026 0.0013192 0.0015011 0.0015929 0.0021485 0.0009314 0.0024202 0.0014005 0.0019053 0.0024991 0.000459 16 746 0.0015729 0.0013148 0.0013392 0.0008544 0.0014592 0.0017615 0.0008744 0.0010041 0.0010577 0.0015535 0.0010607 0.0012985 0.0012411 0.001238 0.0008296 0.0016705 0.0010702 0.0013199 0.0016319 0.000606 17 365 0.0012088 0.0011298 0.0010284 0.0010656 0.000846 0.0008744 0.0014525 0.0010696 0.0010132 0.0012106 0.00099 Font 1010981 0.0009967 0.0009051 0.0010956 0.0013519 0.0009744 0.0011951 0.0012735 0.000820 18 896 0.0015774 0.0014801 0.0015787 0.0010966 0.0015275 0.0010041 0.0010696 0.0020924 0.0013028 0.0020976 0.0012685 0.0012911 0.0012145 0.0013295 0.0008928 0.0018093 0.0012494 0.0016296 0.0020392 0.000776 19 234 0.0022473 0.0025242 0.0016646 0.0009339 0.0019639 0.0010577 0.0010132 0.0013028 0.0049563 0.0030637 0.0013482 0.0014733 0.0010492 0.0014722 0.0010798 0.0037838 0.0014001 0.0016571 0.0021841 0.000646 20 617 0.0029874 0.0029107 0.0027957 0.0013267 0.0027026 0.0015535 0.0012106 0.0020976 0.0030637 0.0062352 0.0018937 0.0018729 0.0015888 0.001935 0.001306 0.0038964 0.0018862 0.0024768 0.0033049 0.000908 21 956 0.0017059 0.001633 0.0016426 0.0010811 0.0013192 0.0010607 0.0009985 0.0012685 0.0013482 0.0018937 0.0017982 0.001355 0.0011338 0.001168 0.001133 0.002189 0.0012424 0.0017359 0.0018721 0.000682 22 264 0.0018878 0.0018369 0.0015912 0.0010852 0.0015011 0.0012985 0.0010981 0.0012911 0.0014733 0.0018729 0.001355 0.0018931 0.0012743 0.0013136 0.0011061 0.0022272 0.0011721 0.0017317 0.0021418 0.000753 23 896 0.0016056 0.001342 0.0013243 0.001006 0.0015929 0.0012411 0.0009967 0.0012145 0.0010492 0.0015888 0.0011338 0.0012743 0.00197 0.0014564 0.0007345 0.0015244 0.0010599 0.0014374 0.0014961 0.000615 24 069 0.0019005 0.0016682 0.0016131 0.0009235 0.0021485 0.001238 0.0009051 0.0013295 0.0014722 0.001935 0.001168 0.0013136 0.0014564 0.0020889 0.0008513 0.001912 0.0011572 0.0015117 0.0018316 0.000549 25 104 0.0011028 0.0010432 0.0009766 0.0012432 0.0009314 0.0008296 0.0010956 0.0008928 0.0010798 0.001306 0.001133 0.0011061 0.0007345 0.0008513 0.0029229 0.0016085 0.001196 0.0012275 0.0010501 0.000817 26 532 0.0033054 0.0033475 0.0028282 0.0012909 0.0024202 0.0016705 0.0013519 0.0018093 0.0037838 0.0038964 0.002189 0.0022272 0.0015244 0.001912 0.0016085 0.006186 0.0017669 0.0028628 0.0034329 0.000932 27 468 0.0014798 0.0013569 0.0014055 0.0010783 0.0014005 0.0010702 0.0009744 0.0012494 0.0014001 0.0018862 0.0012424 0.0011721 0.0010599 0.0011572 0.001196 0.0017669 0.0017738 0.001404 0.00179 0.000701 28 666 0.0023482 0.0021702 0.0020914 0.0011974 0.0019053 0.0013199 0.0011951 0.0016296 0.0016571 0.0024768 0.0017359 0.0017317 0.0014374 0.0015117 0.0012275 0.0028628 0.001404 0.0028853 0.0024411 0.000809 29 683 0.0027719 0.0027101 0.0026135 0.0013009 0.0024991 0.0016319 0.0012735 0.0020392 0.0021841 0.0033049 0.0018721 0.0021418 0.0014961 0.0018316 0.0010501 0.0034329 0.00179 0.0024411 0.005863 0.000868 30 135 0.0007253 0.0006944 0.0005917 0.0008939 0.0004594 0.0006066 0.0008203 0.0007763 0.0006465 0.0009087 0.0006827 0.0007532 0.0006154 0.0005492 0.0008171 0.0009327 0.0007011 0.0008092 0.0008689 0.001557 31 517 0.0022408 0.002085 0.0019612 0.0011698 0.0017418 0.001367 0.0011656 0.0015038 0.0017677 0.0025078 0.0015277 0.0016144 0.0014058 0.0014501 0.0010474 0.0027757 0.0013845 0.00: TESTE 31 32 33 34 35 36 37 Sheet1 + Ready Average: 5.73% Count: 30 Sum: 171.95% !! @ 108% AutoSave OFF @ C.. FNCE124-HW2-industry-metrics Home Insert Draw Page Layout Formulas Data Review View Tell me Share Comments Calibri (Body) v Insert v 12 ' X LG ab Wrap Text Percentage WE O. Fah DX Delete Paste BIU v v a. Av Merge & Center $ %) Conditional Format Formatting as Table Cell Styles Sensitivity Format Sort & Filter Analyze Data V Find & Select Open recovered workbooks? Your recent changes were saved. Do you want to continue working where you left off? Yes No D2 fx 6.472% A E 1 2 Autos 3 Beer 4 Books 5 BusEq 6 Carry z chems 8 Ciths 9 Cnstr 10 Coal 11 ElcEq 12 FabPr 13 Fin 14 Food 15 Games 16 Hith 17 Hshld 18 Meals B D Average monthly return Monthly volatility Value-at-risk 2.26% 9.01% 6.47% 1.18% 3.97% 3.16% 0.87% 6.18% 6.33% 1.76% 5.12% 5.00% 1.20% 6.57% 5.85% 1.04% 5.39% 5.15% 1.28% 5.43% 5.23% 1.44% 6.09% 6.45% -0.62% 12.80% 17.26% 1.16% 5.87% 5.92% 1.33% 5.59% 5.74% 1.36% 5.12% 4.44% 0.86% 3.78% 3.52% 1.51% 6.14% 6.17% 1.32% 4.20% 3.66% 1.05% 3.81% 4.08% 1.26% 4.57% 3.05% 0.71% 7.04% 9.12% 0.41% 7.90% 8.77% 1.03% 4.24% 3.66% 0.94% 4.35% 4.94% 1.51% 4.44% 3.84% 1.70% 4.57% 4.24% 0.83% 5.41% 6.58% 0.99% 7.87% 8.95% 0.95% 4.21% 3.67% 1.27% 5.37% 4.71% 1.27% 7.66% 7.31% 0.87% % 3.95% 4.40% 1.14% 4.76% 4.27% F G H 1 K L M N 0 Q Variance-covariance matrix Autos Beer Books BusEq Carry Chems Clths Cnstr Coal ElcE Fabr Fin Autos 0.0081195 0.0012732 0.0031596 0.0028988 0.0028998 0.0027903 0.002585 0.0033049 0.0035072 0.0036635 0.0028113 0. Beer 0.0012732 0.0015743 0.0011069 0.0009549 0.0013535 0.0011095 0.0008704 0.0012696 0.0005788 0.001059 0.0009196 0. Books 0.0031596 0.0011069 0.0038188 0.0017327 0.0027805 0.0023048 0.0018418 0.0027329 0.0032303 0.0025639 0.0025013 O. BusEq 0.0028988 0.0009549 0.0017327 0.0026183 0.0017428 0.0018149 0.0015269 0.001954 0.0018242 0.0020437 0.0018372 0. Carry 0.0028998 0.0013535 0.0027805 0.0017428 0.0043105 0.0023425 0.0019482 0.0026552 0.002825 0.0026274 0.0024187 0. Chems 0.0027903 0.0011095 0.0023048 0.0018149 0.0023425 0.0029052 0.001649 0.0025754 0.0026897 0.0024818 0.0024118 0. Clths 0.002585 0.0008704 0.0018418 0.0015269 0.0019482 0.001649 0.0029527 0.0019287 0.0015778 0.0020568 0.0016197 0. Cnstr 0.0033049 0.0012696 0.0027329 0.001954 0.0026552 0.0025754 0.0019287 0.0037046 0.0029879 0.0028055 0.0027069 0. Coal 0.0035072 0.0005788 0.0032303 0.0018242 0.002825 0.0026897 0.0015778 0.0029879 0.016385 0.0030299 0.0030244 0. ElcEq 0.0036635 0.001059 0.0025639 0.0020437 0.0026274 0.0024818 0.0020568 0.0028055 0.0030299 0.0034505 0.0027348 0. Fabr 0.0028113 0.0009196 0.0025013 0.0018372 0.0024187 0.0024118 0.0016197 0.0027069 0.0030244 0.0027348 0.0031201 0. Fin 0.0026434 0.0009377 0.0024025 0.0015499 0.0024785 0.0020527 0.0016241 0.0023796 0.0025077 0.0022334 0.0021335 0. Food 0.0013297 0.0011757 0.0012653 0.0009302 0.0013116 0.0011653 0.0009438 0.0013308 0.0009374 0.0010998 0.0010061 0. Games 0.0030325 0.0007777 0.0023531 0.0018559 0.0023163 0.0020475 0.0017862 0.002266 0.0027409 0.00236 0.0021229 0 Hith 0.0017106 0.0008612 0.0015603 0.0012576 0.001442 0.001435 0.0010237 0.0015443 0.0013746 0.0015729 0.0013148 0. Hshld 0.0013659 0.0011174 0.0011904 0.0010413 0.0011773 0.0011643 0.0010302 0.0013811 0.0008365 0.0012088 0.0011298 0. Meals 0.0021146 0.0010798 0.0017022 0.0012932 0.0019427 0.0015601 0.0014226 0.0018501 0.0014896 0.0015774 0.0014801 0. Mines 0.0025972 0.0008504 0.0022501 0.0016353 0.0019497 0.0023302 0.0011617 0.0022987 0.0047234 0.0022473 0.0025242 0. Oil 0.0034919 0.0012524 0.0034174 0.0018242 0.0032701 0.002789 0.0019767 0.0029272 0.0045617 0.0029874 0.0029107 0. Other 0.0019805 0.0010178 0.0016659 0.0012274 0.0019405 0.0015892 0.0011988 0.0017542 0.0015956 0.0017059 0.001633 0. Paper 0.001941 0.0010392 0.0018338 0.0014363 0.0019071 0.0018262 0.0012805 0.0019444 0.0014264 0.0018878 0.0018369 0. Rtail 0.0022417 0.0009596 0.0014997 0.0015494 0.0014169 0.0014576 0.0014345 0.0017458 0.0009896 0.0016056 0.001342 0. Servs 0.0024862 0.0008673 0.0017046 0.0017832 0.0017675 0.0016801 0.0014602 0.0019024 0.0015069 0.0019005 0.0016682 0. Smoke 0.0010223 0.0011669 0.0012245 0.0010319 0.0012992 0.0010144 0.0007983 0.0010088 0.0007104 0.0011028 0.0010432 0. Steel 0.0032543 0.0011508 0.0031437 0.0021048 0.0033644 0.003004 0.0019957 0.0031002 0.0051532 0.0033054 0.0033475 0. Telcm 0.0016129 0.0010341 0.001805 0.0010598 0.0016816 0.0013709 0.0011357 0.0015217 0.0016468 0.0014798 0.0013569 0. Trans 0.0027801 0.0011753 0.0021795 0.0015824 0.0024669 0.0021183 0.0016546 0.0023941 0.0019666 0.0023482 0.0021702 0. Txtis 0.0030003 0.0013279 0.0031926 0.0017289 0.0034214 0.0025096 0.0022587 0.0031982 0.0027683 0.0027719 0.0027101 0. Util 0.0007168 0.0009522 0.000791 0.0006057 0.0007751 0.0007864 0.0005158 0.0010501 0.0007135 0.0007253 0.0006944 0. Whisi 0.0025261 0.0010859 0.0022308 0.0015708 0.0022864 0.0020461 0.0016108 0.0023846 0.0023517 0.0022408 0.002085 0. 19 Mines 20 Oil 21 Other 22 Paper 23 Rtail 24 Servs 25 Smoke 26 Steel 27 Telcm 28 Trans 29 Txtls 30 Util 31 Whisi 32 33 34 35 36 37 Sheet1 + Ready Average: 5.73% Count: 30 Sum: 171.95% !! + 108% AutoSave OFF @ C.. FNCE124-HW2-industry-metrics Home Insert Draw Page Layout Formulas Data Review View Tell me Share Comments Calibri (Body) v Insert v 12 ' X LG ab Wrap Text Percentage O. Fah DX Delete Paste BIU v v a. Av Merge & Center $ % ) Conditional Format Formatting as Table Cell Styles Sensitivity F Format Find & Select Sort & Filter Analyze Data V Yes No Open recovered workbooks? Your recent changes were saved. Do you want to continue working where you left off? X V fx 6.472% D2 Y P Q R S T U V w Y Z AA AB AC AD AE AF AG 1 ElcEq Fabr Fin Food Games Hlth Hshld Meals Mines Oil Other Paper Rtail Servs Smoke Steel Telcm Trans Txtis Util 2 1072 0.0036635 0.0028113 0.0026434 0.0013297 0.0030325 0.0017106 0.0013659 0.0021146 0.0025972 0.0034919 0.0019805 0.001941 0.0022417 0.0024862 0.0010223 0.0032543 0.0016129 0.0027801 0.0030003 0.000716 3 788 0.001059 0.0009196 0.0009377 0.0011757 0.0007777 0.0008612 0.0011174 0.0010798 0.0008504 0.0012524 0.0010178 0.0010392 0.0009596 0.0008673 0.0011669 0.0011508 0.0010341 0.0011753 0.0013279 0.000952 4 303 0.0025639 0.0025013 0.0024025 0.0012653 0.0023531 0.0015603 0.0011904 0.0017022 0.0022501 0.0034174 0.0016659 0.0018338 0.0014997 0.0017046 0.0012245 0.0031437 0.001805 0.0021795 0.0031926 0.00079 5 242 0.0020437 0.0018372 0.0015499 0.0009302 0.0018559 0.0012576 0.0010413 0.0012932 0.0016353 0.0018242 0.0012274 0.0014363 0.0015494 0.0017832 0.0010319 0.0021048 0.0010598 0.0015824 0.0017289 0.000605 6 825 0.0026274 0.0024187 0.0024785 0.0013116 0.0023163 0.001442 0.0011773 0.0019427 0.0019497 0.0032701 0.0019405 0.0019071 0.0014169 0.0017675 0.0012992 0.0033644 0.0016816 0.0024669 0.0034214 0.000775 7 897 0.0024818 0.0024118 0.0020527 0.0011653 0.0020475 0.001435 0.0011643 0.0015601 0.0023302 0.002789 0.0015892 0.0018262 0.0014576 0.0016801 0.0010144 0.003004 0.0013709 0.0021183 0.0025096 0.000786 8 778 0.0020568 0.0016197 0.0016241 0.0009438 0.0017862 0.0010237 0.0010302 0.0014226 0.0011617 0.0019767 0.0011988 0.0012805 0.0014345 0.0014602 0.0007983 0.0019957 0.0011357 0.0016546 0.0022587 0.000515 9 879 0.0028055 0.0027069 0.0023796 0.0013308 0.002266 0.0015443 0.0013811 0.0018501 0.0022987 0.0029272 0.0017542 0.0019444 0.0017458 0.0019024 0.0010088 0.0031002 0.0015217 0.0023941 0.0031982 0.001050 10 385 0.0030299 0.0030244 0.0025077 0.0009374 0.0027409 0.0013746 0.0008365 0.0014896 0.0047234 0.0045617 0.0015956 0.0014264 0.0009896 0.0015069 0.0007104 0.0051532 0.0016468 0.0019666 0.0027683 0.000713 11 299 0.0034505 0.0027348 0.0022334 0.0010998 0.00236 0.0015729 0.0012088 0.0015774 0.0022473 0.0029874 0.0017059 0.0018878 0.0016056 0.0019005 0.0011028 0.0033054 0.0014798 0.0023482 0.0027719 0.000725 12 244 0.0027348 0.0031201 0.0021335 0.0010061 0.0021229 0.0013148 0.0011298 0.0014801 0.0025242 0.0029107 0.001633 0.0018369 0.001342 0.0016682 0.0010432 0.0033475 0.0013569 0.0021702 0.0027101 0.000694 13 077 0.0022334 0.0021335 0.0026246 0.0010873 0.0020084 0.0013392 0.0010284 0.0015787 0.0016646 0.0027957 0.0016426 0.0015912 0.0013243 0.0016131 0.0009766 0.0028282 0.0014055 0.0020914 0.0026135 0.000591 14 374 0.0010998 0.0010061 0.0010873 0.001431 0.0009997 0.0008544 0.0010656 0.0010966 0.0009339 0.0013267 0.0010811 0.0010852 0.001006 0.0009235 0.0012432 0.0012909 0.0010783 0.0011974 0.0013009 0.000893 15 409 0.00236 0.0021229 0.0020084 0.0009997 0.0037745 0.0014592 0.000846 0.0015275 0.0019639 0.0027026 0.0013192 0.0015011 0.0015929 0.0021485 0.0009314 0.0024202 0.0014005 0.0019053 0.0024991 0.000459 16 746 0.0015729 0.0013148 0.0013392 0.0008544 0.0014592 0.0017615 0.0008744 0.0010041 0.0010577 0.0015535 0.0010607 0.0012985 0.0012411 0.001238 0.0008296 0.0016705 0.0010702 0.0013199 0.0016319 0.000606 17 365 0.0012088 0.0011298 0.0010284 0.0010656 0.000846 0.0008744 0.0014525 0.0010696 0.0010132 0.0012106 0.00099 Font 1010981 0.0009967 0.0009051 0.0010956 0.0013519 0.0009744 0.0011951 0.0012735 0.000820 18 896 0.0015774 0.0014801 0.0015787 0.0010966 0.0015275 0.0010041 0.0010696 0.0020924 0.0013028 0.0020976 0.0012685 0.0012911 0.0012145 0.0013295 0.0008928 0.0018093 0.0012494 0.0016296 0.0020392 0.000776 19 234 0.0022473 0.0025242 0.0016646 0.0009339 0.0019639 0.0010577 0.0010132 0.0013028 0.0049563 0.0030637 0.0013482 0.0014733 0.0010492 0.0014722 0.0010798 0.0037838 0.0014001 0.0016571 0.0021841 0.000646 20 617 0.0029874 0.0029107 0.0027957 0.0013267 0.0027026 0.0015535 0.0012106 0.0020976 0.0030637 0.0062352 0.0018937 0.0018729 0.0015888 0.001935 0.001306 0.0038964 0.0018862 0.0024768 0.0033049 0.000908 21 956 0.0017059 0.001633 0.0016426 0.0010811 0.0013192 0.0010607 0.0009985 0.0012685 0.0013482 0.0018937 0.0017982 0.001355 0.0011338 0.001168 0.001133 0.002189 0.0012424 0.0017359 0.0018721 0.000682 22 264 0.0018878 0.0018369 0.0015912 0.0010852 0.0015011 0.0012985 0.0010981 0.0012911 0.0014733 0.0018729 0.001355 0.0018931 0.0012743 0.0013136 0.0011061 0.0022272 0.0011721 0.0017317 0.0021418 0.000753 23 896 0.0016056 0.001342 0.0013243 0.001006 0.0015929 0.0012411 0.0009967 0.0012145 0.0010492 0.0015888 0.0011338 0.0012743 0.00197 0.0014564 0.0007345 0.0015244 0.0010599 0.0014374 0.0014961 0.000615 24 069 0.0019005 0.0016682 0.0016131 0.0009235 0.0021485 0.001238 0.0009051 0.0013295 0.0014722 0.001935 0.001168 0.0013136 0.0014564 0.0020889 0.0008513 0.001912 0.0011572 0.0015117 0.0018316 0.000549 25 104 0.0011028 0.0010432 0.0009766 0.0012432 0.0009314 0.0008296 0.0010956 0.0008928 0.0010798 0.001306 0.001133 0.0011061 0.0007345 0.0008513 0.0029229 0.0016085 0.001196 0.0012275 0.0010501 0.000817 26 532 0.0033054 0.0033475 0.0028282 0.0012909 0.0024202 0.0016705 0.0013519 0.0018093 0.0037838 0.0038964 0.002189 0.0022272 0.0015244 0.001912 0.0016085 0.006186 0.0017669 0.0028628 0.0034329 0.000932 27 468 0.0014798 0.0013569 0.0014055 0.0010783 0.0014005 0.0010702 0.0009744 0.0012494 0.0014001 0.0018862 0.0012424 0.0011721 0.0010599 0.0011572 0.001196 0.0017669 0.0017738 0.001404 0.00179 0.000701 28 666 0.0023482 0.0021702 0.0020914 0.0011974 0.0019053 0.0013199 0.0011951 0.0016296 0.0016571 0.0024768 0.0017359 0.0017317 0.0014374 0.0015117 0.0012275 0.0028628 0.001404 0.0028853 0.0024411 0.000809 29 683 0.0027719 0.0027101 0.0026135 0.0013009 0.0024991 0.0016319 0.0012735 0.0020392 0.0021841 0.0033049 0.0018721 0.0021418 0.0014961 0.0018316 0.0010501 0.0034329 0.00179 0.0024411 0.005863 0.000868 30 135 0.0007253 0.0006944 0.0005917 0.0008939 0.0004594 0.0006066 0.0008203 0.0007763 0.0006465 0.0009087 0.0006827 0.0007532 0.0006154 0.0005492 0.0008171 0.0009327 0.0007011 0.0008092 0.0008689 0.001557 31 517 0.0022408 0.002085 0.0019612 0.0011698 0.0017418 0.001367 0.0011656 0.0015038 0.0017677 0.0025078 0.0015277 0.0016144 0.0014058 0.0014501 0.0010474 0.0027757 0.0013845 0.00: TESTE 31 32 33 34 35 36 37 Sheet1 + Ready Average: 5.73% Count: 30 Sum: 171.95% !! @ 108% AutoSave OFF @ C.. FNCE124-HW2-industry-metrics Home Insert Draw Page Layout Formulas Data Review View Tell me Share Comments Calibri (Body) v Insert v 12 ' X LG ab Wrap Text Percentage WE O. Fah DX Delete Paste BIU v v a. Av Merge & Center $ %) Conditional Format Formatting as Table Cell Styles Sensitivity Format Sort & Filter Analyze Data V Find & Select Open recovered workbooks? Your recent changes were saved. Do you want to continue working where you left off? Yes No D2 fx 6.472% A E 1 2 Autos 3 Beer 4 Books 5 BusEq 6 Carry z chems 8 Ciths 9 Cnstr 10 Coal 11 ElcEq 12 FabPr 13 Fin 14 Food 15 Games 16 Hith 17 Hshld 18 Meals B D Average monthly return Monthly volatility Value-at-risk 2.26% 9.01% 6.47% 1.18% 3.97% 3.16% 0.87% 6.18% 6.33% 1.76% 5.12% 5.00% 1.20% 6.57% 5.85% 1.04% 5.39% 5.15% 1.28% 5.43% 5.23% 1.44% 6.09% 6.45% -0.62% 12.80% 17.26% 1.16% 5.87% 5.92% 1.33% 5.59% 5.74% 1.36% 5.12% 4.44% 0.86% 3.78% 3.52% 1.51% 6.14% 6.17% 1.32% 4.20% 3.66% 1.05% 3.81% 4.08% 1.26% 4.57% 3.05% 0.71% 7.04% 9.12% 0.41% 7.90% 8.77% 1.03% 4.24% 3.66% 0.94% 4.35% 4.94% 1.51% 4.44% 3.84% 1.70% 4.57% 4.24% 0.83% 5.41% 6.58% 0.99% 7.87% 8.95% 0.95% 4.21% 3.67% 1.27% 5.37% 4.71% 1.27% 7.66% 7.31% 0.87% % 3.95% 4.40% 1.14% 4.76% 4.27% F G H 1 K L M N 0 Q Variance-covariance matrix Autos Beer Books BusEq Carry Chems Clths Cnstr Coal ElcE Fabr Fin Autos 0.0081195 0.0012732 0.0031596 0.0028988 0.0028998 0.0027903 0.002585 0.0033049 0.0035072 0.0036635 0.0028113 0. Beer 0.0012732 0.0015743 0.0011069 0.0009549 0.0013535 0.0011095 0.0008704 0.0012696 0.0005788 0.001059 0.0009196 0. Books 0.0031596 0.0011069 0.0038188 0.0017327 0.0027805 0.0023048 0.0018418 0.0027329 0.0032303 0.0025639 0.0025013 O. BusEq 0.0028988 0.0009549 0.0017327 0.0026183 0.0017428 0.0018149 0.0015269 0.001954 0.0018242 0.0020437 0.0018372 0. Carry 0.0028998 0.0013535 0.0027805 0.0017428 0.0043105 0.0023425 0.0019482 0.0026552 0.002825 0.0026274 0.0024187 0. Chems 0.0027903 0.0011095 0.0023048 0.0018149 0.0023425 0.0029052 0.001649 0.0025754 0.0026897 0.0024818 0.0024118 0. Clths 0.002585 0.0008704 0.0018418 0.0015269 0.0019482 0.001649 0.0029527 0.0019287 0.0015778 0.0020568 0.0016197 0. Cnstr 0.0033049 0.0012696 0.0027329 0.001954 0.0026552 0.0025754 0.0019287 0.0037046 0.0029879 0.0028055 0.0027069 0. Coal 0.0035072 0.0005788 0.0032303 0.0018242 0.002825 0.0026897 0.0015778 0.0029879 0.016385 0.0030299 0.0030244 0. ElcEq 0.0036635 0.001059 0.0025639 0.0020437 0.0026274 0.0024818 0.0020568 0.0028055 0.0030299 0.0034505 0.0027348 0. Fabr 0.0028113 0.0009196 0.0025013 0.0018372 0.0024187 0.0024118 0.0016197 0.0027069 0.0030244 0.0027348 0.0031201 0. Fin 0.0026434 0.0009377 0.0024025 0.0015499 0.0024785 0.0020527 0.0016241 0.0023796 0.0025077 0.0022334 0.0021335 0. Food 0.0013297 0.0011757 0.0012653 0.0009302 0.0013116 0.0011653 0.0009438 0.0013308 0.0009374 0.0010998 0.0010061 0. Games 0.0030325 0.0007777 0.0023531 0.0018559 0.0023163 0.0020475 0.0017862 0.002266 0.0027409 0.00236 0.0021229 0 Hith 0.0017106 0.0008612 0.0015603 0.0012576 0.001442 0.001435 0.0010237 0.0015443 0.0013746 0.0015729 0.0013148 0. Hshld 0.0013659 0.0011174 0.0011904 0.0010413 0.0011773 0.0011643 0.0010302 0.0013811 0.0008365 0.0012088 0.0011298 0. Meals 0.0021146 0.0010798 0.0017022 0.0012932 0.0019427 0.0015601 0.0014226 0.0018501 0.0014896 0.0015774 0.0014801 0. Mines 0.0025972 0.0008504 0.0022501 0.0016353 0.0019497 0.0023302 0.0011617 0.0022987 0.0047234 0.0022473 0.0025242 0. Oil 0.0034919 0.0012524 0.0034174 0.0018242 0.0032701 0.002789 0.0019767 0.0029272 0.0045617 0.0029874 0.0029107 0. Other 0.0019805 0.0010178 0.0016659 0.0012274 0.0019405 0.0015892 0.0011988 0.0017542 0.0015956 0.0017059 0.001633 0. Paper 0.001941 0.0010392 0.0018338 0.0014363 0.0019071 0.0018262 0.0012805 0.0019444 0.0014264 0.0018878 0.0018369 0. Rtail 0.0022417 0.0009596 0.0014997 0.0015494 0.0014169 0.0014576 0.0014345 0.0017458 0.0009896 0.0016056 0.001342 0. Servs 0.0024862 0.0008673 0.0017046 0.0017832 0.0017675 0.0016801 0.0014602 0.0019024 0.0015069 0.0019005 0.0016682 0. Smoke 0.0010223 0.0011669 0.0012245 0.0010319 0.0012992 0.0010144 0.0007983 0.0010088 0.0007104 0.0011028 0.0010432 0. Steel 0.0032543 0.0011508 0.0031437 0.0021048 0.0033644 0.003004 0.0019957 0.0031002 0.0051532 0.0033054 0.0033475 0. Telcm 0.0016129 0.0010341 0.001805 0.0010598 0.0016816 0.0013709 0.0011357 0.0015217 0.0016468 0.0014798 0.0013569 0. Trans 0.0027801 0.0011753 0.0021795 0.0015824 0.0024669 0.0021183 0.0016546 0.0023941 0.0019666 0.0023482 0.0021702 0. Txtis 0.0030003 0.0013279 0.0031926 0.0017289 0.0034214 0.0025096 0.0022587 0.0031982 0.0027683 0.0027719 0.0027101 0. Util 0.0007168 0.0009522 0.000791 0.0006057 0.0007751 0.0007864 0.0005158 0.0010501 0.0007135 0.0007253 0.0006944 0. Whisi 0.0025261 0.0010859 0.0022308 0.0015708 0.0022864 0.0020461 0.0016108 0.0023846 0.0023517 0.0022408 0.002085 0. 19 Mines 20 Oil 21 Other 22 Paper 23 Rtail 24 Servs 25 Smoke 26 Steel 27 Telcm 28 Trans 29 Txtls 30 Util 31 Whisi 32 33 34 35 36 37 Sheet1 + Ready Average: 5.73% Count: 30 Sum: 171.95% !! + 108%
