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A B Expected return 3.00% 5.00% Variance of return 0.0025 0.0045 Standard deviation of return 5.00% 6.71% Correlation 0.3 Proportion of A 0.24 Proportion of
| A | B | |
| Expected return | 3.00% | 5.00% |
| Variance of return | 0.0025 | 0.0045 |
| Standard deviation of return | 5.00% | 6.71% |
| Correlation | 0.3 | |
| Proportion of A | 0.24 | |
| Proportion of B | ||
| Portfolio expected return | <-- | |
| Portfolio standard deviation | <-- |
| Covariance(r1,r2) | Mean return | Standard deviation of return |
| Stock 1 | 12% | 35% |
| Stock 2 | 18% | 50% |
| Covariance(r1,r2) | 0.08350 | |
| Proportion of stock 1 | 0.25 | |
| Proportion of stock 2 | <-- | |
| Expected portfolio return | <-- | |
| Standard deviation of portfolio return | <-- |
| Wendy's Intl RETURNS: ESTIMATION WINDOW AND EVENT WINDOW | ||||||||
| Intercept | <-- | |||||||
| Slope | <-- | |||||||
| Days in estimation window | 252 | <-- =COUNT(A9:A260) | ||||||
| EVENT WINDOW | ||||||||
| Date | Wendy's Intl | S&P 500 | Expected return | Abnormal return (AR) | Cumulative abnormal return (CAR) | |||
| 15-Nov-05 | 0.08% | -0.39% | <-- | |||||
| 16-Nov-05 | -0.37% | 0.18% | <-- | |||||
| 17-Nov-05 | 0.84% | 0.94% | <-- | |||||
| 18-Nov-05 | 0.27% | 0.44% | <-- | |||||
| 21-Nov-05 | 1.08% | 0.53% | <-- | |||||
| 8-Nov-06 | 0.74% | 0.21% | <-- | |||||
| 9-Nov-06 | -0.89% | -0.53% | <-- | |||||
| 10-Nov-06 | 1.46% | 0.19% | <-- | |||||
| 13-Nov-06 | 0.08% | 0.25% | <-- | |||||
| 14-Nov-06 | 0.73% | 0.63% | <-- | |||||
| 15-Nov-06 | 0.25% | 0.24% | <-- | <-- | <-- | |||
| 16-Nov-06 | 0.31% | 0.23% | <-- | <-- | <-- | |||
| 17-Nov-06 | -6.44% | 0.10% | <-- | <-- | <-- | |||
| 20-Nov-06 | -1.59% | -0.05% | <-- | <-- | <-- | |||
| 21-Nov-06 | 0.15% | 0.16% | <-- | <-- | <-- | |||
| 22-Nov-06 | 2.80% | 0.23% | <-- | <-- | <-- | |||
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