Question
Using the data in the followingtable, what is the covariance between the stocks of HPandKellogg? (Round to three decimalplaces.) Microsoft HP Alaska Air Southwest Airlines
Using the data in the followingtable, what is the covariance between the stocks of HPandKellogg? (Round to three decimalplaces.)
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 1.00 0.40 0.18 0.22 0.27 0.04 0.10
HP 0.40 1.00 0.27 0.34 0.27 0.10 0.06
Alaska Air 0.18 0.27 1.00 0.40 0.15 0.15 0.20
Southwest Airlines 0.22 0.34 0.40 1.00 0.30 0.15 0.21
Ford Motor 0.27 0.27 0.15 0.30 1.00 0.17 0.08
Kellogg 0.04 0.10 0.15 0.15 0.17 1.00 0.55
General Mills 0.10 0.06 0.20 0.21 0.08 0.55 1.00
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