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Mini-Case Module 5 Stock J (J) 0.24 0.07 0.15 0.01 0.15 0.12 0.14 0.15 0.02 0.11 Covariance Beta avg for J avg for M Geomean

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Mini-Case Module 5 Stock J (J) 0.24 0.07 0.15 0.01 0.15 0.12 0.14 0.15 0.02 0.11 Covariance Beta avg for J avg for M Geomean J Geomean M Variance J St Dev J Variance M Cov J&M beta for J a LODO d 0 Given the monthly returns for Stock J and the market on the left, please calcualte the following. a. The arithmetic mean (or average) for Stock J (2 points) Market (M) b. The arithmetic mean (or average) for the Market (M)(2 points) c. The geometric mean for Stock J (2 points) 0.15 0.1 d. The geometric mean for the Market (M) (2 points) e. The variance for StockJ (2 points) 0.12 0.01 f. The standard deviation for Stock J (2 points) 0.05 g. The variance of the Market (M) (2 points) h. The covariance of Stock J returns to Market returns (M) (2 points) 0.16 i. The beta for Stock J (2 points) 0.24 0.11 Please show work and answer questions completely to receive full credit. 0.26 0.01 0.21 Equation Covariance (equity returns to market returns) divided by Variance (market returns) f 9 h

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