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INTRODUCTION TO PORTFOLIO MANAGEMENT 7. The following are monthly percentage price changes for four market index Month DIA S&P 500 Russell 2000 ,03 .07 -.02 1 2 3 4 5 6 .02 .06 --01 .03 .04 -.04 .04 .10 -.04 .03 .11 -.08 .01 .05 -.06 Compute the following: a. Expected monthly rate of return for each series. b. Standard deviation for each series. c. Covariance between the rates of return for the following indexes: DJIAS&P 500 S&P 500Russell 2000 S&P 500NIKKEI Russell 2000-NIKKEI d. The correlation coefficients for the same four combinations. e. Using the answers from Parts a, b, and d. calculate the expected return portfolio consisting of equal parts of (1) the S&P and the Russell 2000 NIKKEI. Discuss the two portfolios. INTRODUCTION TO PORTFOLIO MANAGEMENT 7. The following are monthly percentage price changes for four market index Month DIA S&P 500 Russell 2000 ,03 .07 -.02 1 2 3 4 5 6 .02 .06 --01 .03 .04 -.04 .04 .10 -.04 .03 .11 -.08 .01 .05 -.06 Compute the following: a. Expected monthly rate of return for each series. b. Standard deviation for each series. c. Covariance between the rates of return for the following indexes: DJIAS&P 500 S&P 500Russell 2000 S&P 500NIKKEI Russell 2000-NIKKEI d. The correlation coefficients for the same four combinations. e. Using the answers from Parts a, b, and d. calculate the expected return portfolio consisting of equal parts of (1) the S&P and the Russell 2000 NIKKEI. Discuss the two portfolios