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An analyst gathers the following information about the returns of a Security and the Market:
Year | Security | Market |
1 | 0.10 | 0.08 |
2 | -0.08 | -0.12 |
3 | -0.04 | 0.16 |
4 | 0.40 | 0.26 |
5 | 0.12 | 0.22 |
Total or Sum | 0.50 | 0.60 |
A)The correlation of the security and the market is closest to?
B)The variance of the security is closest to?
C)The variance of the MARKET is closest to?
D)The standard deviation of the security is closest to?
E)The beta of the security is closest to?
F)The beta of the MARKET is closest to?
G)The correlation of the market with itself is closest to?
H)The covariance of the market with itself is closest to?
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