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SD(Apple) = 20.30%; SD(Amazon) = 57.19%; SD(Disney) = 17.172%; SD(S&P500) = 46.12%; Given the covariance matrix below and the standard deviations you calculated in question

SD(Apple) = 20.30%;
SD(Amazon) = 57.19%;
SD(Disney) = 17.172%;
SD(S&P500) = 46.12%; image text in transcribed
Given the covariance matrix below and the standard deviations you calculated in question 3(b), calculate the beta of Apple, Amazon and Disney with respect to the S&P 500 index (c) Apple -10.5% 0.1% Amazon Disney Correlation Amazon Disney S&P 500 index | 0.3% 1.9% -2.2% 2.2% (3 marks) (d) Discuss the risk and potential retun of Apple. (e) Discuss the impact of including Apple in Kyle's portfolico. ( Discuss the impact of including Amazon in Kyle's portfolio. (6 marks) 6 marks) (6 marks) Question 4

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