Seeking help and guidances on some of the questions below. I have the correct answers but do not have the step-by-step solution. appreciate tutors help here. tq

43.63852 25.24173 20.07163 1 1.313983 12.28988 25.24173 42.107141 18.47133 9.718801 1 1.65204 20.07163 18.47133 39.60404 20.553714 22.40821 11.31398 9.718801 20.55371 43.675362 34.69194 12.28988 1 1.652038 22.40821 34.691944 55.29522 15.49844 16.235581 20.20492 16.819685 18.36573 Table 1 Table 1 shows a variance-covariance matrix for the stock returns data. Which company has the highest volatility on average? 0 General Motors 0 Mark and company 0 Ford Company 0 Jonhson and Johnson Which security has the lowest volatility on average? 0 Value weighted index C) Ford Company 0 Merck 0 General Motors Consider the variance-covariance matrix above. The correlation between Johnson and Johnson and Mark Company is: 0 001373705 0 05994544 0 0.5335521 0 0.5784277 Consider the variance-covariance matrix above. The correlation between the Value weighted index and General Electric is: O 0.02678924 O 0.05571121 O 0.7357136 O 0.5101732 Consider the variance-covariance matrix above. Which pair has the highest correlation? O Value weighted index and General Electric O Value weighted index and Johnson and Johnson General Motors and Ford Company O Johnson and Johnson and Merk Company Suppose we fit a VAR model to the 6 time series simultaneously. At the 0.05 significance level, a 0.24 p-value corresponding to the multivariate Ljung-Box Q(m) statistic test for uncorrelated model residuals means that O The data does not exhibit contemporaneous correlation The data are not independently distributed O We can reject the null hypothesis of a lead-lag relationship O There is no lead-lag relationship among the six series Suppose we fit a VAR model to the 6 time series simultaneously. At the 0.05 significance level, a 0.09 p-value of the multivariate ARCH test means that O The normality assumption is violated O The homoskedasticity assumption is violated The homoskedasticity assumption is not violated O The normality assumption is not violatedSuppose we fit a VAR model to the 6 time series simultaneously. At the 0.05 significance level, a 0.03 p-value of the Jarque-Bera test means that The constant variance assumption is violated O The normality assumption is violated O The constant variance assumption is not violated O The normality assumption is not violated Suppose we fit a VAR(4) model to the 6 time series simultaneously. At the 0.05 significance level, a 0.01 p-value of the Wald test with a null hypothesis that all coefficients for lagged values of General Electric are 0 in the equation for General Motors means that General Electric Granger-causes General Motors O Each coefficient for lagged values of General Electric is significantly nonzero in the equation for General Motors O General Motors and General Electric are independent of each other O The 4-th order terms are significant for the General Motors time series