Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

You calculate the following monthly returns for the S&P500 Stock Index, the S&P500 Bond Index, and the MSCI World excluding US Stock Index Date S&P

You calculate the following monthly returns for the S&P500 Stock Index, the S&P500 Bond Index, and the MSCI World excluding US Stock Index

Date

S&P 500 Stock

S&P 500 Bond

MSCI World ex US

29-Jan-22

-1

-1

-1

26-Feb-22

3

-2

2

31-Mar-22

4

-2

2

30-Apr-22

5

1

6

28-May-22

1

1

-1

30-Jun-22

2

2

1

Average

2

0

2

Fill in the missing values needed to calculate the covariance between the S&P 500 Stock Index and the S&P 500 Bond Index is:

(1/____)*[(-1-2)(-1-0)+(____ -2)(-2-0)+(4- _____)(-2-0)+(5-2)(1-_____ )+(1-2)(1-0)+(2-2)( _____-0)]

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Supply Chain Finance And Blockchain Technology The Case Of Reverse Securitisation

Authors: Erik Hofman, Urs Magnus Strewe, Nicola Bosia

1st Edition

3319623702, 978-3319623702

More Books

Students also viewed these Finance questions