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Month 1 2 3 OWN A, % 14.03 -12.04 19.32 8.53 -7.49 B, % 25.12 -6.09 14.51 24.09 -12.62 C, % 12.98 7.12 9.12 7.12

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Month 1 2 3 OWN A, % 14.03 -12.04 19.32 8.53 -7.49 B, % 25.12 -6.09 14.51 24.09 -12.62 C, % 12.98 7.12 9.12 7.12 8.94 Market (S&P), % 12.02 -14.86 9.23 23.94 -15.72 3. Calculate the correlation coefficient, p, between each security and une market

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