Suppose you have the monthly percentange price changes for the following market indexes:

Use the data in the table above to calculate the following:

$2\mathrm{.}1$ the historical average return, variance and CV for the each index above. Use the values to explain which index perfomed best over the last $12$ months.

Suppose you intend to invest in the ALSI index and one other three indices in the table above for the next $12-$month period. Calculate the coveriance and correlation that each index had with ALSI over the last $12$ months:

Use the information above to calculate the $12-$month historical average return and variance of a portfolio consisting of

$2\mathrm{.}3\mathrm{.}140\%$ in the ALSI and $60\%$ in the S&P$500$

$2\mathrm{.}3\mathrm{.}240\%$ in the ALSI and $60\%$ in the FTSE index

$2\mathrm{.}3\mathrm{.}340\%$ in the ALSI and $60\%$ in the ASX$200$ index