consider the data contained in the table below which lists 30 monthly access returns to two different actively managed stock portfolios and three different common risk factors you may find it useful to use a computer spreadsheet program such as Microsoft Excel to calculate your answers.

compute the average monthly return and monthly standard returned deviation for each portfolio and all three risk factors. also State these values on an annualized basis. monthly returns can be annualized by multiplying them by 12 while monthly standard deviations can be annualized by multiplying them by the square root of 12. use a minus sign to enter negative values if any period do not round intermediate calculations. round your answers to three decimal places.

Period Portfolio A Portfolio B Factor 1 Factor 2 Factor 3 1 1.15% 0.00% 0.02% -1.05% -1.65% 2 6.65 0.35 -1.18 7.54 5.02 1.15 6.85 4.74 3 6.11 -1.53 2.02 4 0.44 0.67 0.28 0.39 -3.60 -1.52 -2.92 4.32 -2.05 4.26 6 2.45 2.86 -3.37 -1.44 -0.85 -2.40 -2.65 4.46 -1.82 8 -15.47 -15.41 -5.96 5.62 -16.15 5.96 9 6.00 4.16 0.03 -3.86 10 7.68 6.79 7.06 -3.43 -2.82 11 7.67 5.61 5.83 1.44 -3.68 12 9.59 4.87 5.88 -0.27 -5.02 13 5.34 2.83 3.46 1.08 -6.26 14 -3.24 -0.50 -4.24 1.58 -5.68 -3.76 15 5.42 2.51 3.33 -3.01 16 2.49 7.34 4.48 2.85 2.73 17 -2.97 0.08 -2.36 3.47 3.11 18 6.46 3.60 4.70 3.42 4.27 19 -3.33 -0.58 -3.43 0.69 20 -1.21 -4.12 -1.40 -1.25 21 -1.44 0.22 -2.75 3.27 22 5.99 5.36 5.78 1.92 -1.25 3.32 -6.53 7.78 6.93 4.02 -3.23 23 2.02 2.20 3.11 -8.13 24 7.21 6.99 7.79 -8.98 25 -4.71 -2.86 4.41 -0.22 -11.93 26 0.94 -2.14 2.64 21.55 27 9.12 5.05 -15.69 5.35 -2.99 7.88 8.66 28 -4.24 -6.16 -7.63 29 -3.35 -0.56 -4.19 -5.83 5.28 30 3.96 1.79 4.58 13.22 -8.77 3.96 Compute the average monthly return and monthly standard return deviation for each portfolio and all three risk Also state these values on an annualized basis. (Hint: Monthly returns can be annualized by multiplying them by while monthly standard deviations can be annualized by multiplying them by the square root of 12.) Use a minu to enter negative values, if any. Do not round Intermediate calculations. Round your answers to three decimal D Portfolio A Portfolio B Factor 1 Factor 2 Factor Monthly Average % % % . % yo Std Dev % % % % Annual: Average S % % % % Std Dev % % % %