Statistics for three variables are given below. X is the monthly return for a large-stock index, Y is the monthly return for a small-stock index, and Z is the monthly return for a corporate bond index. There are 60 observations.

A. Calculate the sample variance and standard deviation for X, Y, and Z.
B. Calculate the sample covariance between X and Y, X and Z, and Y and Z.
C. Calculate the sample correlation between X and Y, X and Z, and Y and Z.

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X-0760 Σ(Χ,- X' = 769.081 Σ(Χ, - X) (Y - 7) = 720.535 Σικ-0ο i=1 Y = 1.037 Í(Y,-7) = 1243.309 Í(X,-X)(Z, – Z)= 231.007| i=1 i=1