The following are monthly percentage price changes for four market indexes. a. Average monthly rate of return for each index. Round your answers to five decimal places. DJIA: S\&P 500: Russell 2000: Nikkei: b. Standard deviation for each index. Do not round intermediate calculations. Round your answers to four decimal places. DJIA: S\&P 500: Russell 2000: Nikkei: 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, Nikkei): Covariance (Russell 2000, Nikkei): 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, Nikkei): Correlation (Russell 2000, Nikkei): e. 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 2000 and (2) the S\&P and the Nikkei. Do not round intermediate calculations. Round your answers to five decimal places. Expected return (S\&P 500 and Russell 2000): Standard deviation (S\&P 500 and Russell 2000): Expected return (S\&P 500 and Nikkei): Standard deviation (S\&P 500 and Nikkei): Since S\&P 500 and Russell 2000 have a strong correlation, meaningful reduction in risk if they are combined. Since S\&P 500 and Nikkei have a strong correlation, meaningful reduction in risk if they are combined