Hi!

You did help me with the other question to analyze the short put and call options. Can you help me with one more question?

In the attached file I need to analyze table 3 only. We did calculations and stock marketobservations for two companies, pepsi, coca-cola and t-bills. We did invest 1,000,000 in t-bills, we did go long 700,000 with pepsi and we did go short 700,000 with coca-cola.

So, I just need to analyze the outcome of our short position coca-cola investment. About page long, basic explanation of stuck performance, return and standard deviation.

Date 6/10/2016 Fri T-bills Market Value ($) Daily Returns (%) $1,000,000.00 6/13/2016 Mon 1,000,014.79 0.0014795% 6/14/2016 Tue 1,000,019.73 0.0004932 6/15/2016 Wed 1,000,024.66 0.0004932 6/16/2016 Thu 1,000,029.59 0.0004932 6/17/2016 Fri 1,000,034.52 0.0004932 6/20/2016 Mon 1,000,049.32 0.0014795 6/21/2016 Tue 1,000,054.25 0.0004932 6/22/2016 Wed 1,000,059.18 0.0004932 6/23/2016 Thu 1,000,064.11 0.0004932 6/24/2016 Fri 1,000,069.04 0.0004932 6/27/2016 Mon 1,000,083.84 0.0014795 6/28/2016 Tue 1,000,088.77 0.0004932 6/29/2016 Wed 1,000,093.70 0.0004932 6/30/2016 Thu 1,000,098.63 0.0004932 7/01/2016 Fri 1,000,103.57 0.0004932 Average Return (%) 0.0006904% Std Dev (%) 0.0003945% Initial Investment $700,000.00 Date 6/10/2016 Fri Close ($) Stock Price: $103.31 # of Shares: 6,775.7236 shares Long Market Value ($) Long Daily Returns (%) $103.31 $700,000.00 6/13/2016 Mon 103.06 698,306.06 -0.2420% 6/14/2016 Tue 103.23 699,457.96 0.1650 6/15/2016 Wed 102.86 696,950.93 -0.3584 6/16/2016 Thu 103.85 703,658.88 0.9625 6/17/2016 Fri 103.41 700,677.60 -0.4237 6/20/2016 Mon 103.37 700,406.56 -0.0387 6/21/2016 Tue 104.08 705,217.32 0.6869 6/22/2016 Wed 103.74 702,913.55 -0.3267 6/23/2016 Thu 104.44 707,656.58 0.6748 6/24/2016 Fri 101.98 690,988.31 -2.3554 6/27/2016 Mon 102.13 692,004.63 0.1471 6/28/2016 Tue 102.14 692,072.40 0.0098 6/29/2016 Wed 103.12 698,712.63 0.9595 6/30/2016 Thu 105.94 717,820.17 2.7347 7/01/2016 Fri 105.63 715,719.66 -0.2926 Average Return (%) 0.1535% Std Dev (%) 1.0346% Initial Investment $700,000.00 Date 6/10/2016 Fri 6/13/2016 Mon 6/14/2016 Tue 6/15/2016 Wed 6/16/2016 Thu 6/17/2016 Fri 6/20/2016 Mon 6/21/2016 Tue 6/22/2016 Wed 6/23/2016 Thu 6/24/2016 Fri 6/27/2016 Mon 6/28/2016 Tue 6/29/2016 Wed 6/30/2016 Thu 7/01/2016 Fri Close ($) Stock Price:#4 $45.99 # of>Shares: 15,220.7002 shares Ex-dividend Date (Short) 6/13/2016 Monday Dividends (Short) $0.35 Number of KO Shares (Short) $700,000 / $45.99 = Aggregate Dividends (Short) $0.35 * 15,220.7002 shares = $5,327.2451 $15,220.7002 Date 6/10/2016 Fri 6/13/2016 Mon (Dividends paid) 6/14/2016 Tue 6/15/2016 Wed 6/16/2016 Thu 6/17/2016 Fri 6/20/2016 Mon 6/21/2016 Tue 6/22/2016 Wed 6/23/2016 Thu 6/24/2016 Fri 6/27/2016 Mon 6/28/2016 Tue 6/29/2016 Wed 6/30/2016 Thu 7/01/2016 Fri T-bills after Dividends ($) Long - PEP ($) Short - KO ($) Total ($) Daily Returns (%) $1,000,000.00 $700,000.00 -$700,000.00 $1,000,000.00 1,000,014.79 - 5,327.25 = 994,687.55 698,306.06 -686,757.99 1,006,235.61 0.6236% 994,692.45 994,697.36 994,702.27 994,707.17 994,721.89 994,726.79 994,731.70 994,736.60 994,741.51 994,756.23 994,761.13 994,766.04 994,770.94 994,775.85 699,457.96 696,950.93 703,658.88 700,677.60 700,406.56 705,217.32 702,913.55 707,656.58 690,988.31 692,004.63 692,072.40 698,712.63 717,820.17 715,719.66 -685,540.35 -685,083.68 -689,649.94 -681,735.18 -684,627.09 -686,910.21 -682,800.62 -686,149.19 -668,645.36 -666,362.24 -672,450.53 -676,407.90 -689,954.37 -686,757.98 1,008,610.07 1,006,564.61 1,008,711.20 1,013,649.60 1,010,501.36 1,013,033.90 1,014,844.62 1,016,243.99 1,017,084.46 1,020,398.61 1,014,383.00 1,017,070.77 1,022,636.74 1,023,737.53 Average Return (%) Std Dev (%) 0.2360 -0.2028 0.2133 0.4896 -0.3106 0.2506 0.1787 0.1379 0.0827 0.3258 -0.5895 0.2650 0.5473 0.1076 0.1570% 0.3112%