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Month au AWN 3 DJIA 0.03 0.07 -0.02 0.02 0.05 -0.04 S&P 500 0.02 0.06 -0.02 0.03 0.05 -0.04 Russell 2000 0.03 0.10 -0.05 0.03
Month au AWN 3 DJIA 0.03 0.07 -0.02 0.02 0.05 -0.04 S&P 500 0.02 0.06 -0.02 0.03 0.05 -0.04 Russell 2000 0.03 0.10 -0.05 0.03 Nikkei 0.03 -0.02 0.08 0.03 0.03 0.08 0.11 -0.05 Compute the following. a. Average monthly rate of return for each index. Round your answers to five decimal places. DJIA: S&P 500: Russell 2000: Nikkei: b. Standard deviation for each index. Do not round intermediate calculations. Round your answers to four decimal places. DJIA: S&P 500: Russell 2000: Nikkei: c. Covariance between the rates of return for the following indexes. Use a minus sign to enter negative values, if any. Do not round intermediate calculations. Round your answers to six decimal places. Covariance (DJIA, S&P 500): Covariance (S&P 500, Russell 2000): Covariance (S&P 500, Nikkei): Covariance (Russell 2000, Nikkei)
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