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I've calculated the Mean return, variance of returns, covariance and correlation coefficient for 3 stocks and also S&P500 Company A Company B Company C S&P500

I've calculated the Mean return, variance of returns, covariance and correlation coefficient for 3 stocks and also S&P500

Company A Company B Company C S&P500
Geometric Mean Return 0.688% 0.301% -0.002% 0.163%
Variance of Returns 0.0017 0.004 0.0010 0.0001
A vs B B vs C C vs A S&P vs A S&P VS B S&P vs C
Covariance 0.0003008 -0.000030 0.0004271 0.0000878 0.0000095 0.0000874
Correlation Coefficient 0.3636 -0.0469 0.3323 0.2651 0.0572 0.3399

Based on the above calculations, compare the results and discuss the risk return characteristics and performance of the stocks and the index.

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