The returns, in percentage, for international security markets are as follows: Year France Germany..

The returns, in percentage, for international security markets are as follows: Year France Germany Japan UK USA 19X1 28.00 25.00 27.00 5.00 10.00 19X2 23.75 28.30 –2.50 7.50 9.75 19X3 4.84 10.75 21.06 5.25 11.56 19X4 –3.56 –10.75 23.75 –5.70 15.57 19X5 –25.00 –50.00 37.82 –6.80 25.29 19X6 10.00 28.00 –5.50 3.00 –5.26 19X7 15.50 23.00 –10.23 4.50 –3.18 19X8 13.23 21.00 15.00 3.85 6.78 (a) Compute the variance of returns over this period for each country. (b) Compute the correlation between the returns for all the possible equally-weighted two country combinations over this period. (c) Compute the variance of returns for portfolios of equal proportion of investing in two, three, four and five country combinations.  

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