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Consider the following time series of returns for ABC stock and the S&P500 Index: Year=...

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Accounting

Consider the following time series of returns for ABC stock and the S&P500 Index:

Year= 1,2,3,4,5

Rabc Stock= -6%,3%,5%,12%,-15%

Rs&p Index= -4%,2%,3%,6%,-11%

What is the variance of the s&p index?

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