Question
1.Using the data in Exhibit 1, calculate the means and standard deviations of the stock returns of Dean Foods (DF), Marriott International (MAR), and the
1.Using the data in Exhibit 1, calculate the means and standard deviations of the stock returns of Dean Foods (DF), Marriott International (MAR), and the JMarket Portfolio (JMkt). Which stock performed the best? On a stand-alone basis, which appears to be the riskiest?
2. Suppose that from January 2014 through December 2016, Meadowlarks portfolio had been 95% invested in the JMarket Portfolio (JMkt) and 5% invested in Dean Foods (DF). Calculate the standard deviation of the portfolio return.
3. Suppose that from January 2014 through December 2016, Meadowlarks portfolio had been 95% invested in the JMarket Portfolio (JMkt) and 5% invested in Marriott International (MAR). Calculate the standard deviation of the portfolio return.
Exhibit-1:--Monthly rates of returno Marriott Dean-Foods International Dates Co. (DF) Inc. (MAR). Mkte 1/31/2014 -8.09% -0.10% -3.00% 2/28/2014 -8.39% 10.34% 4.62% 3/31/2014 5.00% 3.30% 0.45% 4/30/2014 2.48% 3.41% 0.17% 5/31/2014 10.18% 8.72% 2.02% 8/30/2014 1.21% 4.02% 2.79% 7/31/2014 -12.01% 0.95% -2.05% 8/31/2014 8.07% 7.58% 4.02% 9/30/2014 -18.11% 0.72% -2.51% 10/31/2014 11.02% 8.37% 2.12% 11/30/2014 18.38% 4.28% 2.12% 12/31/2014 13.67% -0.06% -0.36% 1/31/2015 -6.50%. -4.52% -2.72% 2/28/2015 -11.04% 11.81% 5.59% 3/31/20150 2.08% -3.35% -1.04% 4/30/2015 -1.69% -0.34% 0.87% 5/31/2015 13.78% -2.28% 1.03% 8/30/2015 -12.22% -4.62% -1.93% 7/31/20150 10.08% -2.39% 1.21% 8/31/20150 -7.13% -2.34% -8.00% 9/30/20150 0.38% -3.48% -3.37% 10/31/20150 9.62% 12.58% 7.40% 11/30/2015 3.08% -7.32% 0.24% 12/31/2015 -8.58% -5.48% -2.23% 1/31/2018 16.50% -8.59% -5.70% 2/29/2018 -3.45% 11.82% 0.07% 3/31/2018 -9.75% 4.45% 7.05% 4/30/2018 -0.52% -1.53% 1.18% 5/31/2018 8.82% -5.35% 1.43% 8/30/2018 -1.04% 0.84% 0.31% 7/31/2016 2.05%. 7.88% 3.87% 8/31/2016 -8.28% -0.52% 0.28% 9/30/2016 -4.71% -5.19% 0.30% 10/31/2016 11.34% 2.03% -2.18% 11/30/2016 9.28% 15.11% 4.04% 12/31/2018 9.67% 4.95% 1.88% Exhibit-1:--Monthly rates of returno Marriott Dean-Foods International Dates Co. (DF) Inc. (MAR). Mkte 1/31/2014 -8.09% -0.10% -3.00% 2/28/2014 -8.39% 10.34% 4.62% 3/31/2014 5.00% 3.30% 0.45% 4/30/2014 2.48% 3.41% 0.17% 5/31/2014 10.18% 8.72% 2.02% 8/30/2014 1.21% 4.02% 2.79% 7/31/2014 -12.01% 0.95% -2.05% 8/31/2014 8.07% 7.58% 4.02% 9/30/2014 -18.11% 0.72% -2.51% 10/31/2014 11.02% 8.37% 2.12% 11/30/2014 18.38% 4.28% 2.12% 12/31/2014 13.67% -0.06% -0.36% 1/31/2015 -6.50%. -4.52% -2.72% 2/28/2015 -11.04% 11.81% 5.59% 3/31/20150 2.08% -3.35% -1.04% 4/30/2015 -1.69% -0.34% 0.87% 5/31/2015 13.78% -2.28% 1.03% 8/30/2015 -12.22% -4.62% -1.93% 7/31/20150 10.08% -2.39% 1.21% 8/31/20150 -7.13% -2.34% -8.00% 9/30/20150 0.38% -3.48% -3.37% 10/31/20150 9.62% 12.58% 7.40% 11/30/2015 3.08% -7.32% 0.24% 12/31/2015 -8.58% -5.48% -2.23% 1/31/2018 16.50% -8.59% -5.70% 2/29/2018 -3.45% 11.82% 0.07% 3/31/2018 -9.75% 4.45% 7.05% 4/30/2018 -0.52% -1.53% 1.18% 5/31/2018 8.82% -5.35% 1.43% 8/30/2018 -1.04% 0.84% 0.31% 7/31/2016 2.05%. 7.88% 3.87% 8/31/2016 -8.28% -0.52% 0.28% 9/30/2016 -4.71% -5.19% 0.30% 10/31/2016 11.34% 2.03% -2.18% 11/30/2016 9.28% 15.11% 4.04% 12/31/2018 9.67% 4.95% 1.88%
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