Suppose stock A and B have the following annual returns (%) in the table: (sample data)

	2017	2018	2019	2020
A	1	-1	-1	1
B	0	1	1	2

Note:

• What we have is a sample of 4 years, not a population.
• Please fill in the blanks, keep 2 decimals. For examle, if your answer is 1.23789%, then type in 1.24%. If your answer is 7.1(%²), then type in 7.10.

(1) What are the average returns (simple arithmetic average)?

Stock A's average return R_A = (%)

Stock B's average return R_B = (%)

(2) What are their standard deviations?

Stock A's return standard deviation Sigma_A = (%)

Stock A's return standard deviation Sigma_B = (%)

(3) What is the covariance and correlation coefficient between these two stocks?

COV(R_A, R_B) = (%²)

Rho_AB =