Question
Below are the divided adjusted prices for Disney and Boeing. Over the 60 months, compute the average monthly return and standard deviation for each stock.
Below are the divided adjusted prices for Disney and Boeing. Over the 60 months, compute the average monthly return and standard deviation for each stock. Compute the correlation between the returns of the two stocks. What would be the average return and standard deviation of a portfolio of half Disney and half Boeing.
Date | Disney | Boeing |
| Date | Disney | Boeing |
Apr-13 | 60.55 | 88.89 |
| Sep-10 | 31.71 | 62.65 |
Mar-13 | 56.8 | 85.85 |
| Aug-10 | 31.18 | 57.54 |
Feb-13 | 54.59 | 76.9 |
| Jul-10 | 32.28 | 63.76 |
Jan-13 | 53.88 | 73.4 |
| Jun-10 | 30.18 | 58.71 |
Dec-12 | 49.79 | 74.88 |
| May-10 | 32.02 | 60.05 |
Nov-12 | 48.91 | 73.81 |
| Apr-10 | 35.3 | 67.38 |
Oct12 | 48.38 | 69.56 |
| Mar-10 | 33.45 | 67.55 |
Sep-12 | 51.49 | 68.73 |
| Feb-10 | 29.93 | 58.76 |
Aug-12 | 48.72 | 70.51 |
| Jan-10 | 28.31 | 55.99 |
Jul-12 | 48.4 | 72.55 |
| Dec-09 | 30.9 | 50.01 |
Jun-12 | 47.77 | 72.94 |
| Nov-09 | 28.62 | 48.42 |
May-12 | 45.02 | 68.33 |
| Oct-09 | 25.93 | 43.78 |
Apr-12 | 42.46 | 74.95 |
| Sept-09 | 26.01 | 49.6 |
Mar-12 | 43.12 | 72.58 |
| Aug-09 | 24.67 | 45.49 |
Feb-12 | 41.35 | 73.15 |
| Jul-09 | 23.79 | 38.93 |
Jan-12 | 38.31 | 71.97 |
| Jun-09 | 22.1 | 38.55 |
Dec-11 | 36.93 | 71.17 |
| May-09 | 22.94 | 40.69 |
Nov-11 | 34.72 | 66.64 |
| Apr-09 | 20.74 | 35.98 |
Oct-11 | 33.79 | 63.43 |
| Mar-09 | 17.2 | 31.96 |
Sep-11 | 29.21 | 58.34 |
| Feb-09 | 15.88 | 28.24 |
Aug-11 | 32.99 | 64.46 |
| Jan-09 | 19.59 | 37.63 |
Jul-11 | 37.41 | 67.48 |
| Dec-08 | 21.49 | 37.95 |
Jun-11 | 37.81 | 70.79 |
| Nov-08 | 21.02 | 37.91 |
May-11 | 40.32 | 74.72 |
| Oct-08 | 24.18 | 46.27 |
Apr-11 | 41.75 | 75.99 |
| Sep-08 | 28.64 | 50.63 |
Mar-11 | 41.74 | 70.42 |
| Aug-08 | 30.19 | 57.87 |
Feb-11 | 42.37 | 68.59 |
| Jul-08 | 28.32 | 53.61 |
Jan-11 | 37.65 | 65.8 |
| Jun-08 | 29.12 | 57.66 |
Dec-10 | 36.33 | 61.8 |
| May-08 | 31.36 | 72.62 |
Nov-10 | 34.98 | 60.39 |
| Apr-08 | 30.26 | 74.1 |
Oct-10 | 34.62 | 66.5 |
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