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 0.05 0.04 0.11 0.07 0.06 0.1 7 -0.02 -0.01 -0.04 0.01 0.03 0.03 0.05 0.04 0.11

Essentials Of Investments
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Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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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

3. 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
0.05
0.04
0.11
6
0.07
0.06
0.1
7
-0.02
-0.01
-0.04
0.01
0.03
0.03
9.
0.05
0.04
0.11
10
-0.06
-0.04
-0.08
Transcribed Image Text:3. 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 0.05 0.04 0.11 6 0.07 0.06 0.1 7 -0.02 -0.01 -0.04 0.01 0.03 0.03 9. 0.05 0.04 0.11 10 -0.06 -0.04 -0.08
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