Question: Use this data for problems 1- 4. The monthly returns for securities A, B, C, and the Market (S&P 500) are shown below. ,% 14.03

Use this data for problems 1- 4. The monthly returns for

Use this data for problems 1- 4. The monthly returns for securities A, B, C, and the Market (S&P 500) are shown below. ,% 14.03 12.04 19.32 8.53 7.49 ,% 25.12 6.09 14.51 24.09 -12.62 Market (S&P), % 12.02 -14.86 9.23 23.94 15.72 Month 2 3 4 12.98 7.12 9.12 7.12 8.94 1. 2. 3. 4. Calculate the beta of each security with the market. Calculate the population variance for each security and the market. Calculate the correlation coefficient, p, between each security and the market. Calculate the portfolio standard deviation if you put 1/3 of your risky portfolio in each of A, B, and C

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