Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Formula in excel please PRICE DATA FOR 6 STOCKS AND THE S&P500 Date 4/Jan/10 1/Feb/10 1/Mar/10 1/Apr/10 3/May/10 1/Jun/10 1/Jul/10 2/Aug/10 1/Sep/10 1/Oct/10 1/Nov/10 1/Dec/10
Formula in excel please
PRICE DATA FOR 6 STOCKS AND THE S&P500 Date 4/Jan/10 1/Feb/10 1/Mar/10 1/Apr/10 3/May/10 1/Jun/10 1/Jul/10 2/Aug/10 1/Sep/10 1/Oct/10 1/Nov/10 1/Dec/10 3/Jan/11 1/Feb/11 1/Mar/11 1/Apr/11 2/May/11 1/Jun/11 1/Jul/11 1/Aug/11 1/Sep/11 3/Oct/11 1/Nov/11 1/Dec/11 3/Jan/12 1/Feb/12 1/Mar/12 2/Apr/12 1/May/12 1/Jun/12 2/Jul/12 1/Aug/12 4/Sep/12 1/Oct/12 1/Nov/12 3/Dec/12 2/Jan/13 Hewlett- Packard HPQ 44.77 48.30 50.63 49.50 43.83 41.29 43.93 36.69 40.22 40.20 40.09 40.33 43.77 41.79 39.32 38.75 35.88 35.05 33.87 25.07 21.74 25.76 27.06 25.05 27.21 24.61 23.29 24.20 22.16 19.77 17.93 16.59 16.90 13.72 12.87 14.25 15.14 Pfizer PFE 16.54 15.70 15.34 14.96 13.77 12.89 13.56 14.54 15.70 15.92 15.05 16.17 16.83 17.96 18.95 19.57 20.21 19.41 18.14 18.08 16.85 18.35 19.32 20.83 20.60 20.55 22.02 22.27 21.48 22.59 23.61 23.65 24.63 24.65 25.02 25.08 25.96 El Paso Pipelines EPB 20.68 22.23 23.95 23.53 24.02 24.96 27.77 27.61 28.28 30.09 29.57 29.86 31.40 34.09 32.76 33.91 31.47 31.81 32.64 34.13 32.90 31.36 30.83 32.58 33.52 34.99 33.29 32.81 31.78 32.74 34.30 35.61 36.62 35.71 37.33 36.97 37.88 Teva TEVA 53.48 56.77 59.67 55.56 52.03 49.34 46.36 48.22 50.25 49.42 47.85 49.85 52.26 48.11 48.18 43.91 49.11 46.52 45.00 40.12 36.11 39.63 38.63 39.36 44.02 43.97 44.21 44.91 38.70 38.95 40.38 39.33 41.15 40.16 40.35 37.34 38.04 Kellogg K 49.46 47.74 48.92 50.30 49.26 46.38 46.15 46.18 46.95 46.72 46.14 47.87 47.14 50.58 50.98 54.08 54.21 52.62 53.06 52.08 51.00 51.97 47.55 48.92 47.90 51.05 52.30 49.32 47.98 48.52 46.92 50.25 51.25 51.91 55.46 55.85 56.64 Ford F 10.64 11.52 12.34 12.78 11.51 9.90 12.54 11.08 12.02 13.87 15.65 16.48 15.66 14.77 14.64 15.19 14.65 13.54 11.99 10.92 9.49 11.47 10.41 10.56 12.24 12.20 12.30 11.16 10.45 9.49 9.15 9.29 9.81 11.16 11.45 12.95 13.57 S&P500 AGSPC 1073.87 1104.49 1169.43 1186.69 1089.41 1030.71 1101.60 1049.33 1141.20 1183.26 1180.55 1257.64 1286.12 1327.22 1325.83 1363.61 1345.20 1320.64 1292.28 1218.89 1131.42 1253.30 1246.96 1257.60 1312.41 1365.68 1408.47 1397.91 1310.33 1362.16 1379.32 1406.58 1440.67 1412.16 1416.18 1426.19 1466.47 COMPUTING THE SAMPLE VARIANCE-COVARIANCE Variance-covariance matrix HPQ PFE EPB TEVA K F HPQ PFE EPB TEVA K F Correlation matrix EPB TEVA HPQ PFE K F HPQ PFE EPB TEVA K F PRICE DATA FOR 6 STOCKS AND THE S&P500 Date 4/Jan/10 1/Feb/10 1/Mar/10 1/Apr/10 3/May/10 1/Jun/10 1/Jul/10 2/Aug/10 1/Sep/10 1/Oct/10 1/Nov/10 1/Dec/10 3/Jan/11 1/Feb/11 1/Mar/11 1/Apr/11 2/May/11 1/Jun/11 1/Jul/11 1/Aug/11 1/Sep/11 3/Oct/11 1/Nov/11 1/Dec/11 3/Jan/12 1/Feb/12 1/Mar/12 2/Apr/12 1/May/12 1/Jun/12 2/Jul/12 1/Aug/12 4/Sep/12 1/Oct/12 1/Nov/12 3/Dec/12 2/Jan/13 Hewlett- Packard HPQ 44.77 48.30 50.63 49.50 43.83 41.29 43.93 36.69 40.22 40.20 40.09 40.33 43.77 41.79 39.32 38.75 35.88 35.05 33.87 25.07 21.74 25.76 27.06 25.05 27.21 24.61 23.29 24.20 22.16 19.77 17.93 16.59 16.90 13.72 12.87 14.25 15.14 Pfizer PFE 16.54 15.70 15.34 14.96 13.77 12.89 13.56 14.54 15.70 15.92 15.05 16.17 16.83 17.96 18.95 19.57 20.21 19.41 18.14 18.08 16.85 18.35 19.32 20.83 20.60 20.55 22.02 22.27 21.48 22.59 23.61 23.65 24.63 24.65 25.02 25.08 25.96 El Paso Pipelines EPB 20.68 22.23 23.95 23.53 24.02 24.96 27.77 27.61 28.28 30.09 29.57 29.86 31.40 34.09 32.76 33.91 31.47 31.81 32.64 34.13 32.90 31.36 30.83 32.58 33.52 34.99 33.29 32.81 31.78 32.74 34.30 35.61 36.62 35.71 37.33 36.97 37.88 Teva TEVA 53.48 56.77 59.67 55.56 52.03 49.34 46.36 48.22 50.25 49.42 47.85 49.85 52.26 48.11 48.18 43.91 49.11 46.52 45.00 40.12 36.11 39.63 38.63 39.36 44.02 43.97 44.21 44.91 38.70 38.95 40.38 39.33 41.15 40.16 40.35 37.34 38.04 Kellogg K 49.46 47.74 48.92 50.30 49.26 46.38 46.15 46.18 46.95 46.72 46.14 47.87 47.14 50.58 50.98 54.08 54.21 52.62 53.06 52.08 51.00 51.97 47.55 48.92 47.90 51.05 52.30 49.32 47.98 48.52 46.92 50.25 51.25 51.91 55.46 55.85 56.64 Ford F 10.64 11.52 12.34 12.78 11.51 9.90 12.54 11.08 12.02 13.87 15.65 16.48 15.66 14.77 14.64 15.19 14.65 13.54 11.99 10.92 9.49 11.47 10.41 10.56 12.24 12.20 12.30 11.16 10.45 9.49 9.15 9.29 9.81 11.16 11.45 12.95 13.57 S&P500 AGSPC 1073.87 1104.49 1169.43 1186.69 1089.41 1030.71 1101.60 1049.33 1141.20 1183.26 1180.55 1257.64 1286.12 1327.22 1325.83 1363.61 1345.20 1320.64 1292.28 1218.89 1131.42 1253.30 1246.96 1257.60 1312.41 1365.68 1408.47 1397.91 1310.33 1362.16 1379.32 1406.58 1440.67 1412.16 1416.18 1426.19 1466.47 COMPUTING THE SAMPLE VARIANCE-COVARIANCE Variance-covariance matrix HPQ PFE EPB TEVA K F HPQ PFE EPB TEVA K F Correlation matrix EPB TEVA HPQ PFE K F HPQ PFE EPB TEVA K FStep by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started