Stock Returns
Month	Stock A	Stock C	Stock H	Stock J
1	6.36%	23.39%	8.00%	6.00%
2	9.20%	17.97%	7.00%	2.06%
3	4.02%	19.99%	5.00%	3.61%
4	9.48%	8.88%	6.00%	2.04%
5	3.93%	24.30%	9.00%	3.07%
6	9.02%	9.85%	5.60%	4.69%
7	8.50%	14.78%	4.60%	5.68%
8	7.28%	12.98%	9.40%	5.32%
9	6.78%	17.48%	6.80%	2.31%
10	10.45%	9.91%	3.50%	2.63%
11	8.92%	9.39%	4.90%	2.58%
12	7.81%	19.19%	5.80%	2.98%

Please use the data to calculate the covariance matrix and correlation coefficient matrix.