1. Consider the table below:

Ifm= 8 and m= 5, calculate the following:

1. The mean return for each security.

1. The variance of each security's return.

1. The covariance of returns between each security.

Using the data from Problem 1 and assuming an equally-weighted portfolio, calculate the following: a. pp b. p c. p2 d. p

\begin{tabular}{ccccc} \hline \multicolumn{5}{c}{ Security } \\ \hline & A & B & C & D \\ \hline & 2 & 3 & 1 & 4 \\ & 1.5 & 1.3 & 0.8 & 0.9 \\ ei & 3 & 1 & 2 & 4 \\ \hline \end{tabular}