Question: Use the data above to complete this assignment. In the Excel file, you have two monthly price series, one for S&P500 index (the market index)

Use the data above to complete this assignment. In the Excel file, you have two monthly price series, one for S&P500 index (the market index) and another one for Apple, Inc from 2014-2019.

Given the price series, compute the monthly return series for each column.

Then, compute the variance and covariance of the corresponding time period for each series (as given in the data sheet). Use the Excel function var.s and covariance.s.

Record your numerical answers (up to 0.00001 accuracy) in the quiz for this assignment.

Use the data above to complete this assignment. In the Excel file, you have two monthly price series, one for S&P500 index (the market

1. Variance of ^GSPC in 2014-2018?

2. Variance of APPL in 2015-2019?

3. Covariance of ^GSPC and APPL in 2014-2018?

4. Covariance of ^GSPC and APPL in 2015-2019?

E F G H J 2014-2018 AGSPC APPL Variance Covariance of the two 0 min 10 00 APPLE, Inc (ticker: APPL) 15.853078 16.665049 17.09931 18.798925 20.165934 20.839512 21.438261 22.985584 22.705523 24.339418 2015-2019 AGSPC APPL Variance Covariance of the two 10 . 26.802662 24.983652 26.518255 29.075924 B 1 S&P500 (ticker: GSPC) 2 1782.589966 3 1859.449951 4 1872.339966 5 1883.949951 6 1923.569946 7 1960.22998 8 1930.670044 9 2003.369995 1972.290039 11 2018.050049 12 2067.560059 13 2058.899902 14 1994.98999 15 2104.5 16 2067.889893 17 2085.51001 18 2107.389893 19 2063.110107 20 2103.840088 21 1972.180054 1920.030029 2079.360107 24 2080.409912 25 2043.939941 26 1940.23999 27 1932.22998 28 2059.73999 2065.300049 30 2096.949951 31 2098.860107 32 2173.600098 33 2170.949951 34 2168.27002 35 2126.149902 36 2198.810059 37 2238.830078 38 2278.870117 22 23 28.274921 28.438532 29.604244 28.62121 27.678808 25.730104 25.2827 27.391497 27.116436 24.230719 22.407539 22.25791 25.225502 21.695919 23.112381 22.261129 24.266024 29 mm NNN 000 u w N286 cov mm mm 24.706123 26.467091 26.581808 25.874767 27.254812 28.556141 39 32.236546 2363.639893 2362.719971 40 41 33.952709 33.950348 36.103409 34.178288 42 43 44 35.29604 45 46 38.919865 36.718811 40.273464 47 48 40.942951 49 50 40.463676 40.033287 42.589321 40.280529 51 52 53 39.675529 54 55 44.863651 44.612476 45.860889 56 57 2384.199951 2411.800049 2423.409912 2470.300049 2471.649902 2519.360107 2575.26001 2584.840088 2673.610107 2823.810059 2713.830078 2640.870117 2648.050049 2705.27002 2718.370117 2816.290039 2901.52002 2913.97998 2711.73999 2760.169922 2506.850098 2704.100098 2784.48999 2834.399902 2945.830078 2752.060059 2941.76001 2980.379883 2926.459961 2976.73999 3037.560059 3140.97998 3230.780029 54.860031 54.595333 58 59 60 61 62 52.9314 43.189663 38.282608 40.394051 42.022526 46.297508 48.910347 63 64 65 66 67 42.670731 48.425846 52.125317 68 69 51.073215 70 55.007813 71 72 61.096317 65.63752 72.337975 73

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