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(Expected return, standard deviation, and capital asset pricing model) The following are the end-of-month prices for both the Standard & Poor's 500 Index and Nike's

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(Expected return, standard deviation, and capital asset pricing model) 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, , 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. Dovelop 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 retums 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.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.)

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