Compute the Coefficient of Variation for the firm's monthly returns for the first 60 months of the data series.
State to the second decimal place: 35.417 would be entered as 35.42
Don't round until the end of the problem.
Count Date EOM Close Dividends Monthly Stock Return Monthly MRP (X) Monthly Market Retum Monthly Risk Free Retum 1 Sep-2020 77.15 (0.02662) (0.03570) (0.03470) 0.00101 2 Aug-2020 79.26 0.02668 0.05407 0.05502 0.00095 3 Jul-2020 0.44 77.20 0.05979 0.02619 0.02710 0.00091 4 Jun-2020 73.26 0.01286 0.03289 0.03395 0.00106 5 May-2020 72.33 0.02932 0.06268 0.06362 0.00093 6 Apr-2020 0.44 70.27 0.06555 0.13576 0.13664 0.00088 7 Mar-2020 66.36 (0.01791) (0.22004) (0.21899) 0.00105 8 Feb-2020 67.57 (0.08417) (0.08678) (0.08527) 0.00151 9 Jan-2020 0.43 73.78 0.07801 (0.03434) (0.03261) 0.00173 10 Dec-2019 68.84 0.01504 0.02527 0.02707 0.00180 11 Nov-2019 67.82 (0.01137) 0.03794 0.03971 0.00178 12 Oct-2019 0.43 68.60 (0.06094) 0.02399 0.02565 0.00167 13 Sep-2019 73.51 (0.00863) 0.01744 0.01909 0.00164 14 Aug-2019 74.15 0.03359 (0.05225) (0.05066) 0.00159 15 Jul-2019 0.43 71.74 0.00698 0.00317 0.00513 0.00197 16 Jun-2019 71.67 0.02945 0.06701 0.06897 0.00197 17 May-2019 69.62 (0.04355) (0.08120) (0.07901) 0.00219 18 Apr-2019 0.43 72.79 0.06828 0.03113 0.03343 0.00230 19 Mar-2019 68.54 0.04053 (0.02506 (0.02273) 0.00233 20 Feb-2019 65.87 0.01840 0.04838 0.05077 0.00239 21 Jan-2019 0.42 64.68 0.09375 0.01249 0.01490 0.00241 22 Dec-2018 59.52 (0.06297) (0.03892) (0.03643) 0.00248 23 Nov-2018 63.52 0.06667 0.01174 0.01446 0.00273 24 Oct-2018 0.42 59.55 (0.10426) (0.11186) ( (0.10914) 0.00273 25 Sep-2018 66.95 0.00813 (0.02795) (0.02538) 0.00257 26 Aug-2018 66.41 (0.00895) 0.03939 0.04187 0.00248 27 Jul-2018 0.42 67.01 0.04043 0.01443 0.01688 0.00245 28 Jun-2018 64.81 0.02726 0.00331 0.00579 0.00248 29 May-2018 63.09 (0.03281 0.05695 0.05949 0.00254 30 Apr-2018 0.42 65.23 (0.08412) 0.00567 0.00814 0.00247 31 Mar-2018 71.68 0.03929 0.00875 0.01123 0.00248 32 Feb-2018 68.97 ( (0.07099) (0.04222) (0.03970) 0.00252 33 Jan-2018 0.4 74.24 (0.01074) 0.02343 0.02570 0.00228 34 Dec-2017 75.45 0.04 141 0.03054 0.03271 0.00217 35 Nov-2017 72.45 0.02839 (0.01258) (0.01042) 0.00217 36 Oct-2017 0.4 70.45 (0.02745) 0.00562 0.00783 0.00221 37 Sep-2017 72.85 0.01689 0.05879 0.06090 0.00211 38 Aug-2017 71.64 (0.00776) (0.01608) (0.01394) 0.00213 39 Jul-2017 - 0.4 72.20 (0.02064) 0.00470 0.00691 0.00221 40 ( (0.02920) 0.03083 0.03295 0.00212 41 0.05997(0.02383) ( (0.02158) 0.00225 42 0.4 (0.01025) 0.00824 0.01047 0.00223 43 0.00288 (0.00291) (0.00055) 0.00236 44 0.13007 0.01596 0.01826 0.00230 45 0.39 (0.00718) 0.00116 0.00346 0.00229 46 0.00322 0.02394 0.02631 0.00237 47 (0.08590) 0.10780 0.10991 0.00212 48 0.39 (0.03224) (0.04995) (0.04814) 0.00181 49 (0.00269 0.00779 0.00947 0.00168 50 (0.00121) 0.01479 0.01637 0.00158 51 0.39 0.02213 0.05753 0.05905 0.00152 52 0.03962 (0.00417) (0.00249) 0.00168 53 (0.00719) 0.01932 0.02117 0.00185 54 0.39 0.00934 0.01326 0.01510 0.00184 55 0.07633 0.07560 0.07750 0.00190 56 (0.02799) (0.00326) (0.00143) 0.00183 57 0.38 0.01936 (0.09056) (0.08849) 0.00208 58 0.01431 (0.05411) (0.05193) 0.00218 59 (0.01010 0.02896 0.03120 0.00224 60 0.38 Jun-2017 74.13 May-2017 76.36 Apr-2017 72.04 Mar-2017 73.19 Feb-2017 72.98 Jan-2017 64.58 Dec-2016 65.44 Nov-2016 65.23 Oct-2016 71.36 Sep-2016 74.14 Aug-2016 74.34 Jul-2016 74.43 Jun-2016 73.20 May-2016 70.41 Apr-2016 70.92 Mar-2016 70.65 Feb-2016 65.64 Jan-2016 67.53 Dec-2015 66.62 Nov-2015 65.68 Oct-2015 66.35 Sep-2015 63.46 Aug-2015 62.81 Jul-2015 68.02 Jun-2015 65.41 May-2015 66.79 Apr-2015 67.28 Mar-2015 69.34 Feb-2015 70.82 Jan-2015 67.52 Dec 2014 69.19 Nov-2014 69.59 Oct-2014 66.88 Sep-2014 65.22 Aug-2014 64.73 Jul-2014 63.40 Jun-2014 68.18 May-2014 68.40 Apr-2014 67.30 Mar-2014 64.87 Feb-2014 62.83 0.05153 0.05349 0.05557 0.00208 61 0.01035 (0.05286) (0.05068) 0.00218 62 (0.07660) (0.06609) (0.06396 0.00213 63 0.38 0.04571 (0.01449) (0.01218) 0.00231 64 (0.02066) 0.00358 0.00595 0.00238 65 (0.00728) 0.01940 0.02164 0.00224 66 0.38 (0.02423) (0.02800) (0.02605) 0.00194 67 (0.02090) 0.01372 0.01573 0.00201 68 0.04887 0.05638 0.05833 0.00195 69 0.36 (0.01893) (0.03446 (0.03263) 0.00183 70 (0.00575) 0.02470 0.02682 0.00213 71 0.04052 (0.00254 (0.00024) 0.00230 72 0.36 0.03097 0.06289 0.06520 0.00231 73 0.00757 (0.06439) (0.06188) 0.00251 74 0.02098 0.04601 0.04846 0.00245 75 0.36 (0.06483) (0.06366) (0.06110) 0.00256 76 (0.00322) 0.04890 0.05153 0.00263 77 0.01634 0.00418 0.00678 0.00260 78 0.36 0.04301 (0.04209) (0.03937) 0.00273 79 0.03247 (0.01124) (0.00844) 0.00279 80 0.02613 0.04330 0.04611 0.00282 81 Jan-2014 0.34 61 23 (0.05582) (0.03109) (0.02815) 0.00293 82 Dec-2013 65.21 (0.00912) 0.01513 0.01816 0.00303 83 Nov-2013 65.81 0.01668 0.03593 0.03885 0.00292 84 Oct-2013 0.34 64.73 0.09730 0.02173 0.02455 0.00282 85 Sep-2013 59.30 0.02648 0.05927 0.06221 0.00294 86 Aug-2013 57.77 (0.03508) (0.03578) (0.03287) 0.00291 87 Jul-2013 0.34 59.87 0.05097 0.06658 0.06934 0.00276 88 Jun-2013 57.29 (0.00951) (0.00934 (0.00678) 0.00256 89 May-2013 57.84 (0.03124) 0.03645 0.03872 0.00228 90 Apr-2013 0.34 59.71 0.01745 (0.00641) (0.00429) 0.00213 91 Mar-2013 59.01 0.03146 0.04206 0.04437 0.00232 92 Feb-2013 57 22 0.06575 0.00768 0.01000 0.00232 93 Jan-2013 53.69 0.310 0.03300 0.05986 0.06209 0.00223 94 Dec-2012 52.27 (0.03650) 0.03131 0.03337 0.00206 95 Nov-2012 54.25 0.03373 0.00190 0.00390 0.00199 96 Oct-2012 52.48 0.310 ( (0.01530) (0.02445) (0.02235) 0.00209 97 Sep-2012 53.61 0.00856 0.02915 0.03123 0.00208 98 Aug-2012 53.15 (0.00978) 0.02996 0.03196 0.00200 99 Jul-2012 53.68 0.310 0.03727 (0.01631 (0.01446) 0.00185 100 Jun-2012 52.05 0.05900 0.04621 0.04813 0.00193 101 May-2012 49.15 (0.00647) (0.06951) (0.06740) 0.00211 102 Apr-2012 49.47 0.310 0.01820 (0.01851) (0.01616) 0.00235 103 Mar-2012 48.89 0.04937 0.02142 0.02387 0.00245 104 Feb-2012 46.59 0.02712 0.02056 0.02286 0.00229 105 Jan-2012 45.36 0.290 (0.01180) 0.06780 0.07005 0.00225 106 Dec-2011 46.20 0.00973 0.00252 0.00475 0.00223 107 Nov-2011 45.75 0.01250 (0.00718) (0.00491) 0.00227 108 Oct-2011 45.19 0.290 0.02560 0.14804 0.15043 0.00239 109 Sep-2011 44.34 (0.01434) (0.11607) (0.11372) ) 0.00236 110 Aug-2011 44.99 0.06625 10.09080) (0.08810) 0.00270 111 Jul-2011 42.19 0.290 (0.02803) (0.04003) (0.03674) 0.00329 112 Jun-2011 43.71 (0.00137) (0.02786) (0.02460) 0.00326 113 May-2011 43.76 0.03770 (0.02298) (0.01964) 0.00334 114 Apr-2011 42.17 0.290 0.05163 0.02221 0.02577 0.00357 115 Mar-2011 40.38 0.02853 0.02085 0.02441 0.00356 116 Feb-2011 39.26 0.02280 0.05033 0.05402 0.00368 117 Jan-2011 38.38 0.265 (0.03820) (0.00663) (0.00306) 0.00357 118 Dec-2010 40.19 0.04990 0.07443 0.07791 0.00348 119 Nov-2010 38.28 (0.00739) 0.03046 0.03364 0.00318 120 Oct-2010 38.56 0.265 0.01028 0.03731 0.04024 0.00293 121 Sep-2010 38.43 0.04090 0.12015 0.12304 0.00289 122 Aug-2010 36.92 (0.06508) (0.07795) (0.07502) 0.00293 123 Jul-2010 39.49 0.265 0.00952 0.06476 0.06793 0.00317 124 Jun-2010 39.38 0.00858 (0.08207) (0.07878) 0.00329 125 May-2010 39.04 (0.07146) (0.08016) (0.07674) 0.00343 126 Apr-2010 42.05 0.265 (0.00739) 0.05216 0.05594 0.00378 127 Mar-2010 42.63 0.02797 0.07593 0.07967 0.00374 128 Feb-2010 41.47 0.03636 0.04032 0.04405 0.00373 129 Jan-2010 40.01 0.220 (0.02045) (0.04109) (0.03734) 0.00375 130 Dec-2009 41.08 (0.02423) 0.07509 0.07876 0.00367 131 Nov-2009 42.10 0.07071 0.02660 0.03014 0.00353 132 Oct-2009 39.31 0.220 0.03658 (0.07216) (0.06869 0.00347 133 Sep-2009 38.14 0.04924 0.05285 0.05630 0.00345 134 Aug-2009 36.35 0.00359 0.02398 0.02759 0.00361 135 Jul-2009 36.22 0.220 0.03025 0.09163 0.09528 0.00365 136 Jun-2009 35.37 0.07263 0.00960 0.01336 0.00376 137 May-2009 32.97 0.11780 0.02524 0.02876 0.00352 138 Apr-2009 29.50 0.220 0.00780 0.15011 0.15331 0.00320 139 Mar-2009 29.49 (0.01994) 0.08356 0.08671 0.00315 140 Feb-2009 30.09 (0.07472)(0.12609) (0.12290) 0.00319 141 Jan-2009 32.52 0.020 (0.05048) (0.11485) 142 Dec-2008 (0.11196) 0.00288 0.05561 0.00265 34.27 0.05333 0.05296 143 Nov-2008 32.54 0.03681 (0.12333) ( (0.11977) 0.00356 144 Oct-2008 31.38 0.020 (0.16656) (0.21275) (0.20904) 0.00371 145 Sep-2008 37.67 (0.00894) (0.08463) ( (0.08103) 0.00360 146 Aug-2008 38.01 0.02370 0.03119 0.03496 0.00378 147 Jul-2008 37.13 0.020 0.07540 0.03220 0.03605 0.00385 148 Jun-2008 34.55 ( (0.07074) 0.08229) (0.07834) 0.00395 149 May-2008 37.18 0.05177 0.04099 0.04482 0.00383 150 Apr-2008 35.35 0.020 (0.09203) 0.03730 0.04100 0.00370 151 Mar-2008 38.96 0.02392 (0.00102) 0.00261 0.00363 152 Feb-2008 38.04 (0.00536) (0.04176) (0.03802) 0.00374 153 Jan-2008 38.25 0.180 ( (0.01411) (0.07246) (0.06884) 0.00363 154 Dec 2007 38.98 (0.02647) (0.00607) (0.00227) 0.00381 155 Nov-2007 40.04 0.04995 (0.07656) (0.07276) 0.00380 156 Oct-2007 38.13 0.180 0.07445 0.02400 0.02802 0.00403 157 Sep-2007 35.66 0.07539 0.01185 0.01588 0.00403 158 Aug-2007 33.16 0.00485 0.01740 0.02157 0.00417 159 Jul-2007 33.00 0.180 0.02328 (0.07339) (0.06907) 0.00433 160 Jun-2007 32.42 (0.03151) (0.02032) (0.01591) 0.00441 161 May-2007 33.48 (0.01151) 0.03588 0.04003 0.00415 162 Apr-2007 33.87 0.180 0.01961 0.01318 0.01731 0.00413 163 Mar-2007 33.40 (0.00920) 0.00533 0.00934 0.00401 164 Feb-2007 33.71 (0.00880) 0.00411 165 Jan-2007 (0.01303) (0.01290) 0.01197 34.15 0.160 0.05181 0.01610 0.00413 166 Dec-2006 32.62 0.00292 (0.00202) 0.00196 0.00398 Nov-2006 32,53 0.00398 0.00412
