Using the answers from parts (a), (b), and (d), calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the S&P and the Russell 2000 and (2) the S&P and the Nikkei.

      Average monthly rate of return for each index

b.      Standard deviation for each index

c.       Covariance between the rates of return for the following indexes:

DJIA–S&P500

S&P500–Russell2000

S&P500–Nikkei

Russell 2000–Nikkei

d.      The correlation coefficients for the same four combinations

e.       Using the answers from parts (a), (b), and (d), calculate the expected return and standard deviation of a portfolio consisting of equal parts of (1) the S&P and the Russell 2000 and (2) the S&P and the Nikkei. Discuss the two portfolios.

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