Question $6(4$ points$)$

Consider the following returns:

$\backslash$table$[[$Year$-$End,Home Depot Realized Return,IBM Realized Return$],[2016,-14\mathrm{.}6\%,0\mathrm{.}2\%],[2017,4\mathrm{.}5\%,-3\mathrm{.}2\%],[2018,-58\mathrm{.}1\%,-27\mathrm{.}0\%],[2019,71\mathrm{.}8\%,27\mathrm{.}9\%],[2020,17\mathrm{.}3\%,-5\mathrm{.}1\%],[2021,0\mathrm{.}9\%,-11\mathrm{.}3\%]]$

a$.$ Calculate the volatility on IBM's returns.

b$.$ Calculate the volatility on Home Depot's returns.

c$.$ Calculate the covariance between IBM's and Home Depot's returns.

d$.$ Calculate the correlation coefficient between IBM's and Home Depot's returns.