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Below are the prices for ABC Corporation and the S&P 500 Index. a. Calculate the monthyly holding-eriod returns for ABC and the S&P 500 Index.
Below are the prices for ABC Corporation and the S&P 500 Index. | |||
a. Calculate the monthyly holding-eriod returns for ABC and the S&P 500 Index. | |||
b. What are the average monthly returns and stardard deviations for each? | |||
DATA | |||
a. | |||
Month | ABC Corporation | S&P 500 Index | |
Prices | Returns | Prices | |
-21 | 48.55 | 2,025 | |
-21 | 48.11 | -0.91% | 2,024 |
-21 | 48.95 | 1.75% | 2,026 |
-21 | 50.55 | 3.27% | 2,013 |
-21 | 50.82 | 0.53% | 2,014 |
-21 | 52.55 | 3.40% | 2,018 |
-21 | 53.75 | 2.28% | 2,023 |
-21 | 54.05 | 0.56% | 2,025 |
-22 | 47.95 | -11.29% | 1,995 |
-22 | 51.33 | 7.05% | 2,095 |
-22 | 51.58 | 0.49% | 2,096 |
-22 | 52.42 | 1.63% | 2,088 |
-22 | 53.77 | 2.58% | 2,105 |
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