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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 |
|
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|
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)]
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