Below you have been provided the prices for Citigroup and the S&P 500 Index. a. Calculate the

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Below you have been provided the prices for Citigroup and the S&P 500 Index.

Below you have been provided the prices for Citigroup and

a. Calculate the monthly holding-period returns for Citigroup and the S&P 500 Index.
b. What are the average monthly returns and standard deviations for each?
c. Graph the Citigroup returns against the S&P 500 Index returns.
d. Use a spreadsheet to compute the slope of the characteristic line.
e. Interpret your findings?

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Foundations Of Finance

ISBN: 9780134083285

9th Edition

Authors: Arthur J. Keown, John H. Martin, J. William Petty

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