A - Average monthly rate of return for each index.
B - Standard deviation for each index
C - Covariance between the rates of return for the following indexes:
DIJA- s&p 500
S&P 500-Russel 2000
S&P 500-Nikkei
Russsel 2000-Nikkei
D - The correlation coefficients for the same four combinations.
E - Using the answers from parts (a), (b), and (d), calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the S&P and the Russel 2000 and (2) THE S&P and the Nikkei. Discuss the two portfolios.
Solution Summary
This solution discusses monthly percentage price change for four market indexes.
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