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(Expected Return, Standard Deviation, and CAPM): Following are the month-end prices for the Indices of the Standard & Poors 500, and Ford Motor Company common
(Expected Return, Standard Deviation, and CAPM): Following are the month-end prices for the Indices of the Standard & Poors 500, and Ford Motor Company common shares. Month and Year S&P 500 Indices Ford Motor Company Indices March 08 $ 1,180.59 $ 11.33 April 08 1,156.85 9.11 May 08 1,191.50 9.98 June 08 1,191.33 10.24 July 08 1,234.18 10.74 August 08 1,220.33 9.97 September 08 1,228.81 9.86 October 08 1,207.01 8.32 November 08 1,249.48 8.13 December 08 1,248.29 7.72 January 09 1,280.08 8.58 February 09 1,280.66 7.97 March 09 1,291.24 7.96 to. Calculate the returns on the holding periods for each month. b. Find the average monthly yield, and the standard deviation for both.
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