PLEASE ANSWER ALL THE QUESTIONS

Consider the date contained in the table below, which lists 30 monthly excess returts to two different actively managed stock portfolos (A and 8 ) and three different comman risk facters (1,2, and 3). (Note: You may find it usehul to use a computer spreadsheet propram such as Mcrosoft Excel to caloulate your answers.) a. Compute the aveage menthy retum afd monthly standard retum deviatien for each portfollo and all thee risk factors. Also trate these values on an annusited brais: Use a minos sign to enter negative velues, if any. Do not round intermedate calculations. Round your antwers to three decienel places. Do not make ary additienal caiculitions to answer this quetion. this the periad. not reund imermedate caloulations. Reund your answers to four cecimal placel. Corretition between \& 2.21 Certelation tetween 1 \& i: Correlatien between 2h3F d. In theory, what should te the value of the cometeron coemcient betwoen the common risk fecters? Explah why. In theory the cerrelations thould be betause we wort the factors to be