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Use the following data for questions 19 and 20 Month Nike S&P 500 Index Prices Prices...

Use the following data for questions 19 and 20 Month Nike S&P 500 Index Prices Prices Jan-13 52.90 2,279 Feb-13 57.16 2,364 Mar-13 55.73 2,363 Apr-13 55.41 2,384 May-13 52.99 2,412 Jun-13 59.00 2,423 Jul-13 59.05 2,470 Aug-13 52.81 2,472 Sep-13 51.85 2,519 Oct-13 54.99 2,575 Nov-13 60.42 2,648 Dec-13 62.55 2,674 Jan-14 68.22 2,824 What is the standard deviation of monthly percentage returns for the S&P 500? a. 1.64% b. 6.7% c. 1.81% d. 2.53%

For the prices presented in the previous question what is the standard deviation of monthly percentage returns for Nike?

a.

6.72%
b.

2.35%
c.

1.64%
d.

1.81%

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Expert Solution

jeff jeffy answered 1 year ago
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