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The following are monthly percentage price changes for four market indexes. Month DJIA S&P 500 Russell 2000 Nikkei 1 0.02 0.03 0.03 0.03 2
The following are monthly percentage price changes for four market indexes. Month DJIA S&P 500 Russell 2000 Nikkei 1 0.02 0.03 0.03 0.03 2 0.09 0.08 0.12 -0.01 3 -0.02 -0.01 -0.04 0.06 4 0.02 0.03 0.03 0.03 5 0.06 0.03 0.14 0.03 6 -0.07 -0.05 -0.10 0.06 Compute the following. a. Average monthly rate of return for each index. Round your answers to five decimal places. DJIA: 0.01667 S&P 500: UR 0.01833 Russell 2000: 0.03000 0.03333 Nikkel: b. Standard deviation for each index. Do not round intermediate calculations. Round your answers to four decimal places. DJIA: 0.0568 S&P 500: Russell 2000: 0.0440 Nikkel: 0.0917 0.0259 c. 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 500): Covariance (S&P 500, Russell 2000): Covariance (S&P 500, Nikkel): Covariance (Russell 2000, Nikkel): d. 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 500): Correlation (S&P 500, Russell 2000); Correlation (S&P 500, Nikkel): Correlation (Russell 2000, Nikkel): Type here to search W P 74F Mostly cloudy A 0 (8) S
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