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Using the data in the following table,, estimate the: a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between

Using the data in the following table,, estimate the: a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 - 9% 12% 2011 17% 36% Print ... 2012 3% 5% 2013 - 8% - 6% Done 2014 1% - 10% 2015 7% 20% - X -
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Using the data in the following table. estimate the: a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. Data table (Click on the following icon in order to copy its contents into a spreadsheet a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. a. Estimate the average return and volatility for each stock. The average return of stock A is 2.17%. (Round to two decimal places.) The average return of stock B is 16.50%%. (Round to two decimal places.) The standard deviation of stock A is 0.11411 . (Round to five decimal places.) The standard deviation of stock B is 0.22403 . (Round to five decimal places.) b. Estimate the covariance between the stocks. The covariance is (Round to five decimal places.) c. Estimate the correlation between these two stocks. The correlation is (Round to five decimal places.)

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