Time Period X's Return Y's Return 1 7 5 2 9 8 3 10 11 4 10 8
Covariance = {Σ[(ReturnX − MeanX)(ReturnY − MeanY)]} / (n − 1)
MeanX = (7 + 9 + 10 + 10) / 4 = 9; MeanY = (5 + 8 + 11 + 8) / 4 = 8
CovX,Y = [(7 − 9)(5 − 8) + (9 − 9)(8 − 8) + (10 − 9)(11 − 8) + (10 − 9)(8 − 8)] / (4 − 1) = 3.0
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