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(Expected return, standard deviation, and capital asset pricing mode) The following are the end-of-month prices for both the Standard & Poor's 500 Index and Nike's
(Expected return, standard deviation, and capital asset pricing mode) The following are the end-of-month prices for both the Standard & Poor's 500 Index and Nike's common stock. a. Using the data in the popup window, B, calculate the holding-period returns for each of the months. b. Calculate the average monthly return and the standard deviation for both the S&P 500 and Nike. c. Develop a graph that shows the relationship between the Nike stock returns and the S&P 500 Index. (Show the Nike returns on the vertical axis and the S&P 500 Index returns on the horizontal axis.) d. From your graph, describe the nature of the relationship between Nike stock returns and the returns for the S&P 500 Index. a. Using the data in the table, calculate the holding-period returns for each of the months for both the Standard & Poor's 500 Index and Nike's common stock and fill in the blanks below. (Round to two decimal places.) NIKE NIKE RETURN S&P 500 INDEX S&P 500 RETURN 2017 January $52.90 $2,279 February 57.16 % 2,364 % (Click on the following icone in order to copy its contents into a spreadsheet.) NIKE S&P 500 INDEX 2017 January February March April May June July August September October November December 2018 January $52.90 57.16 55.73 55.41 52.99 59.00 59.05 52.81 51.85 54.99 60.42 62.55 $2,279 2,364 2,363 2,384 2,412 2,423 2,470 2,472 2,519 2,575 2,648 2,674 68.22 2,824 (Expected return, standard deviation, and capital asset pricing mode) The following are the end-of-month prices for both the Standard & Poor's 500 Index and Nike's common stock. a. Using the data in the popup window, B, calculate the holding-period returns for each of the months. b. Calculate the average monthly return and the standard deviation for both the S&P 500 and Nike. c. Develop a graph that shows the relationship between the Nike stock returns and the S&P 500 Index. (Show the Nike returns on the vertical axis and the S&P 500 Index returns on the horizontal axis.) d. From your graph, describe the nature of the relationship between Nike stock returns and the returns for the S&P 500 Index. a. Using the data in the table, calculate the holding-period returns for each of the months for both the Standard & Poor's 500 Index and Nike's common stock and fill in the blanks below. (Round to two decimal places.) NIKE NIKE RETURN S&P 500 INDEX S&P 500 RETURN 2017 January $52.90 $2,279 February 57.16 % 2,364 % (Click on the following icone in order to copy its contents into a spreadsheet.) NIKE S&P 500 INDEX 2017 January February March April May June July August September October November December 2018 January $52.90 57.16 55.73 55.41 52.99 59.00 59.05 52.81 51.85 54.99 60.42 62.55 $2,279 2,364 2,363 2,384 2,412 2,423 2,470 2,472 2,519 2,575 2,648 2,674 68.22 2,824
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