Question
In: Finance
The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2013. Using these...
The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2013. Using these data, estimate the average monthly return and the volatility for each stock. Month Cola Co. Gas Co.
January negative 1.80% 8.20%
February negative 3.70% negative 4.60%
March negative 0.05% 5.50%
April negative 1.20% 1.90%
May 1.90% negative 1.00%
June 1.90% 4.90%
July 0.60% negative 2.70%
August negative 2.10% negative 6.00%
September 4.10% 4.50%
October negative 2.40% 1.70%
November negative 8.60% negative 3.70%
December negative 2.50% 4.80%
The average monthly return for Cola Co. is negative 1.15%. (Round to two decimal places.)
The average monthly return for Gas Co. is 1.13%. (Round to two decimal places.)
The volatility for Cola Co. is __%. (Round to two decimal places.)
The volatility for Gas Co. is __%. (Round to two decimal places.)
Solutions
jeff jeffy answered 1 month agoRelated Solutions
1. The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2013. Using...
1.
The following spreadsheet contains monthly returns for Cola Co.
and Gas Co. for
2013.
Using these data, estimate the average monthly return and the
volatility for each stock.
Cola Co. Gas Co.
January -0.0990 0.0440
February -0.0160 0.0560
March 0.0420 -0.0130
April -0.0260 -0.0200
May -0.0910 -0.0160
June -0.0820 -0.0380
July 0.1200 0.0470
August -0.0070 0.0040
September -0.0700 -0.0090
October 0.0120 0.0040
November 0.0920 0.1020
December -0.0110 0.0550
The average monthly return for Cola Co. is ___%....
The following table contains monthly returns for Cola Co. and Gas Co. for 2010 (the returns...
The following table contains monthly returns for Cola Co. and
Gas Co. for
2010
(the returns are shown in decimal form, i.e., 0.035 is 3.5%).
Using this table and the fact that Cola Co. and Gas Co. have a
correlation of
−0.0969,
calculate the volatility (standard deviation) of a portfolio
that is
65%
invested in Cola Co. stock and
35%
invested in Gas Co. stock.
Month Cola Co Gas Co
Jan -0.0210 0.0280
Feb 0.0000 -0.0050
Mar -0.0200 -0.0180
Apr ...
Data. See Excel spreadsheet “GroupProject1.xlsx”. It contains the monthly returns of value-weighted equity indexes divided into...
Data. See Excel spreadsheet
“GroupProject1.xlsx”. It contains the monthly returns of
value-weighted equity indexes divided into various groups: • North
America — Canada and the United states • Japan • Asia Pacific —
Australia, Hong Kong, New Zealand, and Singapore • Europe —
Austria, Belgium, Denmark, Finland, France, Germany, Greece,
Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden,
Switzerland, and the United Kingdom • Global – All of the above
countries All index returns are in US dollar terms. In...
A sample of a gas mixture contains the following quantities of three gases. compound mass CO...
A sample of a gas mixture contains the following quantities of
three gases.
compound
mass
CO
2.68
g
CO2
3.69
g
SF6
2.13
g
The sample has:
volume = 2.50 L
temperature = 16.6 °C
What is the partial pressure for each gas, in mmHg?
What is the total pressure in the flask?
CO ___ mmhg
CO2 __mmhg
SF6 ____ mmHg
total ___ mmHg
This sheet contains data for the monthly returns of the Dow from March 2001 to November...
This sheet contains data for the monthly returns of the Dow from
March 2001 to November 1928 (Source Yahoo!/Finance/^DJI/Historic
Data). (A) Run descriptive statistics to calculate the mean and
standard deviation. Choose cell D9 for the output range. For the
next three questions remember to reference cells when data you need
are already calculated. Do not retype the data as this could lead
to rounding errors. USING EXCEL FOR ANSWERS
Mean
0.005563612
Standard
Error
0.001761236
Median
0.008674026
Mode
#N/A
Standard...
4. Using annual stock price between 2013 and 2018, compute the following returns. For stock price...
4. Using annual stock price between 2013 and 2018,
compute the following returns. For stock price data, use the
closing price of last trading day of the year:
Ford Annual Stocks 2013-18
Date
Open
High
Low
Close*
Adj Close**
Volume
Dec 01, 2018
9.710
9.850
7.410
7.650
7.519
956,262,400
Dec 01, 2017
12.620
12.810
12.280
12.490
11.584
597,327,400
Dec 01, 2016
12.230
13.200
12.080
12.130
10.696
708,798,000
Dec 01, 2015
14.320
14.620
13.400
14.090
11.859
587,647,300
Dec 01, 2014...
5. Using annual stock price between 2013 and 2018, compute the following returns. For stock price...
5. Using annual stock price between 2013 and 2018, compute the
following returns. For stock price data, use the closing price of
last trading day of the year:
1) Arithmetic Average Return
r1 + r2 + r3 + r4 / 5
Honda:
Ford:
2) Geometric Average Return
(1 + rg) 4 = (1 + r1) x (1 + r2) x (1+r3) x (1 + r4)
Honda:
Ford:
3) Holding Period Return
(1 + r1) x (1 + r2) x (1+r3)...
In an excel spreadsheet, calculate the real interest rate over the past 24 months (using monthly...
In an excel spreadsheet, calculate the real interest rate over
the past 24 months (using monthly data) for the 30 year Treasury
bond rate as the nominal interest rate and assuming that expected
inflation was equal to actual inflation (based on the change in
CPI). Make sure to include the Fisher Equation.
Given the following past returns for a stock: 2013 + 15 % 2014 + 18 %...
Given the following past returns for a stock:
2013
+ 15 %
2014
+ 18 %
2015
+ 30 %
2016
- 20 %
2017
+ 10 %
Together, this stock’s expected return and stand alone risk
measure mean:
a. there is a roughly 70% chance the actual return will be
between - 8.02% and + 29.22%
b. there is a roughly 70% chance the actual return will be
between + 8.02% and + 29.22%
c. there is a roughly...
the department of energy website contains information about monthly wholesale and retail prices for natural gas...
the department of energy website contains information about
monthly wholesale and retail prices for natural gas in each state.
go to www.eia.doe.gov/naturalgas/data.cfm and then click on the
link monthly wholesale and retail prices. Under area, choose a
state of interest to you, make sure the period Is monthly, and then
under residential price click on view history. A window will open
with a time plot covering approximately a 25-year period, along
with a table of the monthly residential prices for...
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