The following are monthly percentage price changes for four market indexes. S&P 500: Russell 2000: Month S&P 500: N3456 Compute the following. a. Average monthly rate of return for each index. Round your answers to five decimal places. DJIA: Russell 2000: 2 DJIA 0.04 0.08 -0.02 0.02 0.04 -0.07 S&P 500 Russell 2000 0.01 0.07 -0.02 0.04 0.05 -0.04 0.03 0.10 -0.03 0.04 0.11 -0.08 Nikkei: b. Standard deviation for each index. Do not round intermediate calculations. Round your answers to four decimal places. DJIA: Nikkei 0.03 -0.02 0.05 0.03 0.03 0.06 Nikkel: 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. Roun 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 yo Correlation (DJIA, S&P 500): Correlation (S&P 500, Russell 2000): Correlation (S&P 500, Nikkei):

The following are monthly percentage price changes for four market indexes. Compute the following a. Averace monthiv rate of return for each index. Round your answers to five decimal places. DJIA: SEP 500 : Russett 2000: Nikkei: b. Standard deviation for each index. Do not round intermediate calculations. Round your answers to four decimal places. DJiA: Sts 500: Rusself 2000: Nikkelis c. Covariance between the rates of roturn for the following indexes. Use a minus sign to enter negotive values, if any. Do not round intermediate calcuations. Rour Covariance (DILA, 5SP 500). Covariance (SBP 500, Russell 2000): Covarisnce (SsP 500, Nikkei): Covariance (Russell 2000, Nikke)): d. The correlation coefficients for the same four combinations, Use o minus sign to enter negative values, f amy, Do not round intermediate calculations. Round yo Correlation (DJA, SBP 500): Correlation (SBP 500, Russell 2000): Correlation (SBP 500, Nikkel)