The following are monthly percentage price changes for four market indexes Month DJIAS&P 500 Russell 2000 Nikkei 0.02 0.08 0.02 0.02 0.06 0.04 0.01 0.07 0.01 0.03 0.05 -0.03 0.05 0.12 0.05 0.03 0.13 -0.06 0.05 0.02 0.06 0.03 0.03 0.06 2 4 5 6 Compute the following 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): decimal places. 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 Correlation (DJIA, S&P 500): Correlation (S&P 500, Russell 2000): Correlation (S&P 500, Nikkei): Correlation (Russell 2000, Nikkei): 2000 and (2) the S&P and the Nikkei. Do not round intermediate calculations. Round your answers to five decimal places. 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 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 Selectcorrelation, meaningful reduction in risk Selectif they are combined Since S&P 500 and Nikkei have a strong Select correlation, meaningful reduction in risk Select if they are combined