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The historical rates of return of two securities over the past ten years are given. Calculate the Covariance and the Correlation coefficient of the two

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The historical rates of return of two securities over the past ten years are given. Calculate the Covariance and the Correlation coefficient of the two securities: Years: 1 2 3 4 5 6 7 8 9 10 Security 1: 12 8 7 14 16 15 18 20 20 16 22 (Return per cent) Security 2: 20 22 24 18 15 20 24 25 2220 (Return per cent)

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