Consider the following returns: Home Lowes Realize Depot IBM Realized Realized Year-End Return Return Return -14.6% 20.1% 2000 0.2% 2001 72.7% 4.3% -3.2% -25.7% -58.1% 2002 -27.0% 71.1% 27.9% 2003 56.9% 6.7% 17.3% 2004 -5.1% 17.9% 0.9% 2005 -11.3% 3) What is the covariance between Lowes' and Home Depot's returns? (1 mark) 4) What is the volatility on Lowes' returns? (1 mark) 5) What is the volatility on Home Depot's returns? (1 mark)