Question: c. Calculate the mean, standard deviation, variance, and correlation coefficient for (rj - Rf) and (rm-Rf) separately (for two sub-period in a table) and comment

c. Calculate the mean, standard deviation, variance, and correlation coefficient for (rj - Rf) and (rm-Rf) separately (for two sub-period in a table) and comment on the result. Date rm-Rf rj-Rf Jan-21 Feb-21 0.9903 7.2476 Mar-21 3.7594 5.1800 Apr-21 1.4525 3.0988 May-21 2.2700 1.8266 Jun-21 0.9175 -5.3146 Jul-21 1.9720 -2.9381 Aug-21 -6.4035 2.8228 Sep-21 4.1150 2.3512 Oct-21 -0.8182 -0.3493 Nov-21 2.3786 1.6613 Dec-21 -6.7006 -2.8873 Jan-22 0.5993 1.0578 Feb-22 6.1946 8.6041 Mar-22 -1.0379 1.2934 Apr-22 -3.7373 -82.8830 May-22 -9.7836 703.8093 Jun-22 6.0250 -7.9842 Jul-22 0.4477 -3.5507 Mean 0.1467 35.1692 Standard deviation 4.3513 168.0792 Variances 18.9340 28250.6135 Correlation coefficient -0.2591 Date rm-Rf rj-Rf Nov-22 Dec-22 6.1394 -2.6218 Jan-23 -3.2632 -4.1034 Feb-23 -1.4391 -0.4791 Mar-23 1.4474 5.2446 Apr-23 -3.3073 8.3009 May-23 1.4727 -2.9168 Jun-23 2.6612 -5.2765 Jul-23 -1.7000 3.4584 Aug-23 -3.9039 -13.7067 Sep-23 -4.2369 -17.8943 Oct-23 4.3616 -7.4771 Nov-23 6.9135 15.6053 Dec-23 0.7215 -4.5356 Jan-24 0.2484 -6.5942 Feb-24 2.1352 1.7506 Mar-24 -3.0529 -2.9879 Apr-24 0.1845 -16.6220 May-24 0.1983 13.4768 average 0.3100 -2.0766 stdev 3.3290 9.1796 variance 11.0825 84.2657 correlation 0.3420

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