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You are given price data for two stocks, labeled #1 and #2 and plan to allocate equal capital to both. Answer the following questions. Answers
You are given price data for two stocks, labeled #1 and #2 and plan to allocate equal capital to both. Answer the following questions. Answers are in % or % squared. Answer in % so an answer of 5.55% would be written in as 5.55
Date | Adj Close #1 | Adj Close #2 |
6/1/21 | 14.86 | 59.17 |
5/1/21 | 14.53 | 59.31 |
4/1/21 | 11.54 | 57.22 |
3/1/21 | 12.25 | 57.46 |
2/1/21 | 11.70 | 51.33 |
1/1/21 | 10.53 | 50.68 |
12/1/20 | 8.79 | 41.64 |
11/1/20 | 9.08 | 43.84 |
10/1/20 | 7.73 | 34.53 |
9/1/20 | 6.66 | 29.59 |
8/1/20 | 6.82 | 29.63 |
7/1/20 | 6.61 | 24.89 |
6/1/20 | 6.08 | 25.30 |
5/1/20 | 5.71 | 25.88 |
4/1/20 | 5.09 | 22.29 |
3/1/20 | 4.83 | 20.53 |
2/1/20 | 6.96 | 30.13 |
1/1/20 | 8.67 | 32.99 |
12/1/19 | 9.14 | 35.78 |
11/1/19 | 8.91 | 35.19 |
10/1/19 | 8.31 | 36.32 |
9/1/19 | 8.86 | 36.27 |
8/1/19 | 8.87 | 35.89 |
7/1/19 | 9.08 | 39.04 |
6/1/19 | 9.75 | 36.89 |
5/1/19 | 9.07 | 31.92 |
4/1/19 | 9.80 | 37.29 |
3/1/19 | 8.24 | 35.17 |
2/1/19 | 8.23 | 37.43 |
1/1/19 | 8.11 | 36.99 |
12/1/18 | 7.05 | 31.38 |
11/1/18 | 8.68 | 35.61 |
10/1/18 | 8.65 | 34.33 |
9/1/18 | 8.38 | 31.25 |
8/1/18 | 8.59 | 33.46 |
7/1/18 | 8.97 | 35.18 |
Solve for the covariance between the stocks in % squared
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