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Answer all parts of question (a), b) and c) Homework: Lab 11 Save Score: 0 of 1 pt 4 of 15 (10 complete) HW Score:
Answer all parts of question (a), b) and c)
Homework: Lab 11 Save Score: 0 of 1 pt 4 of 15 (10 complete) HW Score: 64.44%, 9.67 of 15 pts Problem 11-8 Question Help 0 Use the accompanying data complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly retums between Stantec and Canadian Tire is (Round to five decimal places.) Enter your answer in the answer box and then click Check Answer. ? 4 parts Clear All Check Answer remaining Returns (%) Canadian Stantec Tire 0.46 0.53 -5.05 3.41 Dec-17 1.91 6.83 -0.20 9.39 5.10 4.33 -3.56 -2.48 4.51 10.82 1.87 0.76 - 4.03 -7.35 5.46 Nov-17 Oct-17 Sep-17 Aug-17 Jul-17 Jun-17 May-17 Apr-17 Mar-17 Feb-17 Jan-17 Dec-16 Nov-16 Oct-16 Sep-16 Aug-16 Jul-16 Jun-16 May-16 Apr-16 Mar-16 3.73 10.56 -0.63 - 1.81 3.17 -5.38 20.14 - 2.85 - 1.41 -5.90 6.46 -0.46 7.79 -0.76 - 2.20 - 1.68 -2.53 -1.71 5.22 1.09 2.77 -8.90 6.93 -2.19 16.94 - 17.34 -0.23 -0.78 5.39 12.86 -5.38 - 15.20 15.85 - 3.39 -5.56 9.28 - 4.19 - 3.14 - 4.56 -2.39 3.59 1.31 -0.07 6.10 5.55 7.89 -0.96 -5.04 Feb-16 Jan-16 Dec-15 Nov-15 Oct-15 Sep-15 Aug-15 Jul-15 Jun-15 May-15 Apr-15 Mar-15 Feb-15 Jan-15 Dec-14 Nov-14 Oct-14 Sep-14 Aug-14 Jul-14 Jun-14 May-14 Apr-14 Mar-14 Feb-14 -2.04 12.88 2.14 - 4.52 - 4.34 4.26 1.85 -3.83 - 7.02 - 2.04 - 1.11 7.11 5.27 7.69 2.16 8.97 1.18 - 1.53 3.31 -3.33 -0.41 0.10 - 2.12 -2.44 3.28 4.39 5.50 3.43 Jan-14 Dec-13 Nov-13 - 4.44 -0.22 3.40 6.08 2.40 5.83 6.76 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 Feb-13 Jan-13 - 4.16 10.91 18.50 8.86 1.73 7.81 0.93 2.11 - 3.14 5.02 4.43 3.58 - 4.95 12.80 1.21 6.52 -0.37 0.06 Homework: Lab 11 Save Score: 0 of 1 pt 4 of 15 (10 complete) HW Score: 64.44%, 9.67 of 15 pts Problem 11-8 Question Help 0 Use the accompanying data complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly retums between Stantec and Canadian Tire is (Round to five decimal places.) Enter your answer in the answer box and then click Check Answer. ? 4 parts Clear All Check Answer remaining Returns (%) Canadian Stantec Tire 0.46 0.53 -5.05 3.41 Dec-17 1.91 6.83 -0.20 9.39 5.10 4.33 -3.56 -2.48 4.51 10.82 1.87 0.76 - 4.03 -7.35 5.46 Nov-17 Oct-17 Sep-17 Aug-17 Jul-17 Jun-17 May-17 Apr-17 Mar-17 Feb-17 Jan-17 Dec-16 Nov-16 Oct-16 Sep-16 Aug-16 Jul-16 Jun-16 May-16 Apr-16 Mar-16 3.73 10.56 -0.63 - 1.81 3.17 -5.38 20.14 - 2.85 - 1.41 -5.90 6.46 -0.46 7.79 -0.76 - 2.20 - 1.68 -2.53 -1.71 5.22 1.09 2.77 -8.90 6.93 -2.19 16.94 - 17.34 -0.23 -0.78 5.39 12.86 -5.38 - 15.20 15.85 - 3.39 -5.56 9.28 - 4.19 - 3.14 - 4.56 -2.39 3.59 1.31 -0.07 6.10 5.55 7.89 -0.96 -5.04 Feb-16 Jan-16 Dec-15 Nov-15 Oct-15 Sep-15 Aug-15 Jul-15 Jun-15 May-15 Apr-15 Mar-15 Feb-15 Jan-15 Dec-14 Nov-14 Oct-14 Sep-14 Aug-14 Jul-14 Jun-14 May-14 Apr-14 Mar-14 Feb-14 -2.04 12.88 2.14 - 4.52 - 4.34 4.26 1.85 -3.83 - 7.02 - 2.04 - 1.11 7.11 5.27 7.69 2.16 8.97 1.18 - 1.53 3.31 -3.33 -0.41 0.10 - 2.12 -2.44 3.28 4.39 5.50 3.43 Jan-14 Dec-13 Nov-13 - 4.44 -0.22 3.40 6.08 2.40 5.83 6.76 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 Feb-13 Jan-13 - 4.16 10.91 18.50 8.86 1.73 7.81 0.93 2.11 - 3.14 5.02 4.43 3.58 - 4.95 12.80 1.21 6.52 -0.37 0.06Step by Step Solution
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