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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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