Question
Show work and explain please for lifesaver... Over the past 5 months, Cloak, Dagger and the Market had the following monthly returns: MONTH Cloak Dagger
Show work and explain please for lifesaver...
Over the past 5 months, Cloak, Dagger and the Market had the following monthly returns:
MONTH | Cloak | Dagger | Market |
January | -.04 | .08 | -.02 |
February | .15 | .25 | .10 |
March | .21 | .16 | .05 |
April | .00 | -.05 | -.01 |
May | .18 | .14 | .10 |
A: Calculate the return and standard deviation for Cloak and Dagger. Assume the observations are the population rather than a sample.
B: Calculate the correlation (coefficient) between Cloak and Dagger.
C: Dagger has a beta of 1.53.You invest equal amounts in Cloak and Dagger.Find the return, beta and the variance of the portfolio.
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