2 5 6 8 Consider the A, B and C shares, the monthly returns of which are summarized in the following table: Month 1 3 4 7 9 10 11 12 A 5,0% -3,0% -8,0% 7,0% 9,0% 4.0% 8,0% -5,0% 1,0% 7,0% 1,0% 5,0% B 2,5% - 1,5% 4,0% 3,5% 4,5% -2,0% 4,0% -2,5% 0,5% 3,5% 0,5% 2,5% -1,0% 2,2% 4,2% -1,8% -2,6% 2,6% -2,2% 3,0% 0,6% -1,8% 0,6% 3,0% a. Calculate the average return, variance and standard deviation of each stock. b. Calculate the covariance and the correlation coefficient of the returns of A with B then of A with C