The following are monthly percentage price changes for four market indexes. Compute the following. c. Covariance between the rates of return for the foliawing indexes. Use a minus sign to enter negative values, if any. Do not round intermediate calculation's. Round your answers to six decimal blacest: Covariance (DJA. 5& \&.500): Covariance (5ap 500 , Russell 2000): Covariance (S8P. 500, Nakkei): Covariance (Russell 2000, Nikket): d. The correlation coefficients for the same four combinations, Use a minus sign to enter negative yalues, if any, Do not round intermediate calculations. Round your answers to four decimal niarae? Correlation (D)tA, 58P 500)t Corfelation (5aP 500, Rtsse-1 2000): Corretation (SBP 500, Nikkel): Correlation (Russell 2000, Nikkei) I e. Using the unrounded answers from parts (a), (b), and (d), colculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the SsP and the Russeli 2000 and (2) the SEP and tha Nikkei, Do not round intermediate calculations. Round your answers to five decimal places. Expected recurn (SaP So0 and Russeli 2000): 5tandard deviation (58P 500 and Russell 2000)t Expected return (S\$SP 500 and Nikkei): Standard devietion (SBP 500 and Nikkcei)? Since shp500 and Russell 2000 have a strong corretation, meaningful reduction in tisk If they are combined. Since Sile 500 and Nikkei have a strong correlation, meaningful reduction in risk if they are combined