Given the following yearly percentage price changes for 3 market indexes. Compute the Covariance of PSEI & SSE; SSE & RUSSELL 100 Year PSEI SSE RUSSELL 100 1 0.03 0.02 0.04 2 0.07 0.06 0.1 3 -0.02 -0.01 -0.04 4 0.01 0.03 0.03 5 0.05 0.04 0.11 6 0.07 0.06 0.1 7 -0.02 -0.01 -0.04 8 0.01 0.03 0.03 9 0.05 0.04 0.11 10 -0.06 -0.04 -0.08

Given the following yearly percentage price changes for 3 market indexes. Compute the Covariance of PSEI & SSE; SSE & RUSSELL 100 Year PSEI SSE RUSSELL 100 1 0.03 0.02 0.04 2 0.07 0.06 0.1 3 -0.02 -0.01 -0.04 4 0.01 0.03 0.03 5 0.05 0.04 0.11 6 0.07 0.06 0.1 7 -0.02 -0.01 -0.04 8 0.01 0.03 0.03 9 0.05 0.04 0.11 10 -0.06 -0.04 -0.08

Pfin (with Mindtap, 1 Term Printed Access Card) (mindtap Course List)

7th Edition

ISBN:9780357033609

Author:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk

Publisher:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk

Chapter11: Investment Planning

Section: Chapter Questions

Problem 5FPE

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Given the following yearly percentage price changes for 3 market indexes. Compute the Covariance of PSEI & SSE; SSE & RUSSELL 100. - refer to the given table below
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Year	PSEI	SSE	RUSSELL 100
1	0.03	0.02	0.04
2	0.07	0.06	0.1
3	-0.02	-0.01	-0.04
4	0.01	0.03	0.03
5	0.05	0.04	0.11
6	0.07	0.06	0.1
7	-0.02	-0.01	-0.04
8	0.01	0.03	0.03
9	0.05	0.04	0.11
10	-0.06	-0.04	-0.08