{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-09-13T00:05:58-04:00", "answer_date": "2024-09-13 00:05:58", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "10522242", "url": "\/study-help\/questions\/the-following-are-monthly-percentage-price-changes-for-four-market-10522242", "question_creation_date_js": "2024-09-13T00:05:58-04:00", "question_creation_date": "Sep 13, 2024 12:05 AM", "meta_title": "[Solved] The following are monthly percentage pric | SolutionInn", "meta_description": "Answer of - The following are monthly percentage price changes for four market indexes. Month DJIA S&P 5 0 0 Russell 2 0 0 0 Nikke | SolutionInn", "meta_keywords": "monthly,percentage,price,four,market,indexes,month,djia,s,5,russell,2", "question_title_h1": "The following are monthly percentage price changes for four market indexes. Month DJIA S&P 5 0 0 Russell 2 0 0 0 Nikkei 1 0", "question_title": "The following are monthly percentage price changes for four market indexes. Month", "question_title_for_js_snippet": "The following are monthly percentage price changes for four market indexes Month DJIA S P 5 0 0 Russell 2 0 0 0 Nikkei 1 0 0 4 0 0 2 0 0 3 0 0 3 2 0 0 8 0 0 7 0 1 2 0 0 1 3 0 0 3 0 0 1 0 0 4 0 0 7 4 0 0 1 0 0 2 0 0 2 0 0 2 5 0 0 4 0 0 3 0 1 4 0 0 2 6 0 0 7 0 0 6 0 1 0 0 0 6 Compute the following Average monthly rate of return for each index Round your answers to five decimal places DJIA S P 5 0 0 Russell 2 0 0 0 Nikkei Standard deviation for each index Do not round intermediate calculations Round your answers to four decimal places DJIA S P 5 0 0 Russell 2 0 0 0 Nikkei Covariance between the rates of return for the following indexes Use a minus sign to enter negative values, if any Do not round intermediate calculations Round your answers to six decimal places Covariance ( DJIA , S P 5 0 0 ) Covariance ( S P 5 0 0 , Russell 2 0 0 0 ) Covariance ( S P 5 0 0 , Nikkei ) Covariance ( Russell 2 0 0 0 , Nikkei ) The correlation coefficients for the same four combinations Use a minus sign to enter negative values, if any Do not round intermediate calculations Round your answers to four decimal places Correlation ( DJIA , S P 5 0 0 ) Correlation ( S P 5 0 0 , Russell 2 0 0 0 ) Correlation ( S P 5 0 0 , Nikkei ) Correlation ( Russell 2 0 0 0 , Nikkei ) Using the unrounded answers from parts ( a ) , ( b ) , and ( d ) , calculate the expected return and standard deviation of a portfolio consisting of equal parts of ( 1 ) the S P and the Russell 2 0 0 0 and ( 2 ) the S P and the Nikkei Do not round intermediate calculations Round your answers to five decimal places Expected return ( S P 5 0 0 and Russell 2 0 0 0 ) Standard deviation ( S P 5 0 0 and Russell 2 0 0 0 ) Expected return ( S P 5 0 0 and Nikkei ) Standard deviation ( S P 5 0 0 and Nikkei ) Since S P 5 0 0 and Russell 2 0 0 0 have a strong Select correlation, meaningful reduction in risk Select if they are combined Since S P 5 0 0 and Nikkei have a strong Select correlation, meaningful reduction in risk Select if they are combined ", "question_description": "