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Using the data in the following table, what is the covariance between the stocks of SWA and GM? Microsoft HP Alaska Air Southwest Airlines Ford
Using the data in the following table, what is the covariance between the stocks of SWA and GM?
Microsoft | HP | Alaska Air | Southwest Airlines | Ford Motor | Kellogg | General Mills | |
Volatility (Standard Deviation) | 0.32 | 0.36 | 0.36 | 0.31 | 0.47 | 0.19 | 0.17 |
Correlation with | |||||||
Microsoft | 1 | 0.4 | 0.18 | 0.22 | 0.27 | 0.04 | 0.1 |
HP | 0.4 | 1 | 0.27 | 0.34 | 0.27 | 0.1 | 0.06 |
Alaska Air | 0.18 | 0.27 | 1 | 0.4 | 0.15 | 0.15 | 0.2 |
Southwest Airlines | 0.22 | 0.34 | 0.4 | 1 | 0.3 | 0.15 | 0.21 |
Ford Motor | 0.27 | 0.27 | 0.15 | 0.3 | 1 | 0.17 | 0.08 |
Kellogg | 0.04 | 0.1 | 0.15 | 0.15 | 0.17 | 1 | 0.55 |
General Mills | 0.1 | 0.06 | 0.2 | 0.21 | 0.08 | 0.55 | 1 |
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