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Posted on Jul 27, 2024

- L A B D E F G H K 1 Date BAC JNJ JPM PFE T UNH V WFC WMT XOM 2 1/1/10 14.029593

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- L A B D E F G H K 1 Date BAC JNJ JPM PFE T UNH V WFC WMT XOM 2 1/1/10 14.029593 48.122585 31.572765 13.493631 15.80852 28.836971 17.039104 22.957115 42.764851 49.363537 3 2/1/10 15.397439 48.229755 34.070393 12.69095 15.697485 29.588478 17.714195 22.076941 43.277103 49.800236 4 3/1/10 16.497242 50.295883 36.327129 12.518816 16.349178 28.548597 19.022797 25.172995 44.501701 51.652012 5 4/1/10 16.488783 49.601627 34.565575 12.204937 16.488375 26.48632 18.855614 26.782705 43.174526 52.26123 6 5/1/10 14.555996 44.973156 32.166183 11.117293 15.624225 25.426092 15.142171 23.207367 40.695446 46.624088 7 6/1/10 13.28905 45.975582 29.752504 10.518932 15.553491 24.840082 14.873189 20.73934 38.915661 44.308746 8 7/1/10 12.992289 45.220478 32.735054 11.064798 16.678701 26.744888 15.419758 22.46493 41.441479 46.335125 9 8/1/10 11.530192 44.387535 29.589741 11.73606 17.683807 27.860353 14.501098 19.078577 40.59145 45.892586 10 9/1/10 12.122437 48.687954 30.973198 12.806581 18.710949 30.837866 15.715455 20.386724 43.580219 48.316589 11 10/1/10 10.604075 50.086681 30.62327 12.993048 18.658613 31.780272 16.540808 21.149612 44.109505 51.991756 12 11/1/10 10.141013 48.365788 30.475351 12.157672 18.444885 32.194592 15.628696 22.082914 44.044365 54.392323 13 12/1/10 12.354441 49.019783 34.565899 13.195203 19.500198 31.833153 15.014479 25.199179 43.914082 57.536083 14 1/1/11 12.727252 47.371246 36.619305 13.730245 18.265676 36.30735 14.901414 26.361969 45.90873 63.484833 15 2/1/11 13.246352 48.694836 38.088997 14.4989 19.110575 37.660576 15.584081 26.231869 42.559937 67.301178 16 3/1/11 12.356467 47.383804 37.607689 15.466166 20.612211 39.977867 15.833081 25.823256 42.617245 66.548416 17 4/1/11 11.39133 52.558033 37.22427 15.968758 20.955647 43.66758 16.800871 23.75881 45.331787 69.593842 18 5/1/11 10.899683 53.813614 35.465832 16.334284 21.553829 43.419209 17.433157 23.154839 45.529671 66.02636 19 6/1/11 10.166853 53.659199 33.579357 15.838862 21.451382 45.752056 18.257277 22.995337 44.104572 64.738213 20 7/1/11 9.014984 52.263687 33.177452 14.800879 19.983046 44.167702 18.534626 22.896997 43.747681 63.473362 21 8/1/11 7.585214 53.078423 30.996328 14.593283 19.71841 42.289925 19.041653 21.389103 44.146076 58.883308 22 9/1/11 5.688951 51.834072 24.856482 13.74529 19.746109 41.04401 18.704382 19.854139 43.387039 58.159092 23 10/1/11 6.348946 52.403759 28.685633 14.973658 20.293072 42.855816 20.349634 21.327557 47.416428 62.531239 24 11/1/11 5.056847 52.672337 25.782925 15.603393 20.374056 43.552357 21.15917 21.286404 49.23885 64.413017 25 12/1/11 5.178591 53.867565 27.681055 16.993324 21.259882 45.258022 22.359932 22.796175 49.957779 68.276726 26 1/1/12 6.640889 54.13863 31.052734 16.804863 20.676363 46.405621 22.163931 24.160967 51.615856 67.45507 27 2/1/12 7.423266 53.456856 32.902958 16.592836 21.821785 49.953907 25.628141 25.881437 49.697933 69.678337 28 3/1/12 8.924497 54.658272 38.554482 17.971205 22.278341 52.812263 26.187092 28.355293 51.48127 70.246002 29 4/1/12 7.562977 53.945614 36.03896 18.169561 23.476788 50.459408 27.292271 27.839123 49.886192 69.930122 30 5/1/12 6.854238 51.733101 27.97842 17.352331 24.720158 50.117924 25.565699 26.697905 55.737728 63.68549 31 6/1/12 7.63852 56.529129 30.155914 18.429749 25.798096 52.571243 27.645149 28.036722 59.440445 69.783943 Prices + Ready Part 1 Attempt 1/10 for 8.3 pts. What was the monthly return for Exxon (XOM) from January to February 2010? 4+ decimals Submit Part 2 Attempt 1/10 for 8.3 pts. What was the monthly return from January to February 2010 for an equally- weighted portfolio? 4+ decimals Submit Part 3 | Attempt 1/10 for 8.3 pts. What is the standard deviation of monthly returns for the same portfolio? 4+ decimals Submit Part 4 * Attempt 1/10 for 8.3 pts. In comparision, what is the weighted average standard deviation of the 10 stocks? - L A B D E F G H K 1 Date BAC JNJ JPM PFE T UNH V WFC WMT XOM 2 1/1/10 14.029593 48.122585 31.572765 13.493631 15.80852 28.836971 17.039104 22.957115 42.764851 49.363537 3 2/1/10 15.397439 48.229755 34.070393 12.69095 15.697485 29.588478 17.714195 22.076941 43.277103 49.800236 4 3/1/10 16.497242 50.295883 36.327129 12.518816 16.349178 28.548597 19.022797 25.172995 44.501701 51.652012 5 4/1/10 16.488783 49.601627 34.565575 12.204937 16.488375 26.48632 18.855614 26.782705 43.174526 52.26123 6 5/1/10 14.555996 44.973156 32.166183 11.117293 15.624225 25.426092 15.142171 23.207367 40.695446 46.624088 7 6/1/10 13.28905 45.975582 29.752504 10.518932 15.553491 24.840082 14.873189 20.73934 38.915661 44.308746 8 7/1/10 12.992289 45.220478 32.735054 11.064798 16.678701 26.744888 15.419758 22.46493 41.441479 46.335125 9 8/1/10 11.530192 44.387535 29.589741 11.73606 17.683807 27.860353 14.501098 19.078577 40.59145 45.892586 10 9/1/10 12.122437 48.687954 30.973198 12.806581 18.710949 30.837866 15.715455 20.386724 43.580219 48.316589 11 10/1/10 10.604075 50.086681 30.62327 12.993048 18.658613 31.780272 16.540808 21.149612 44.109505 51.991756 12 11/1/10 10.141013 48.365788 30.475351 12.157672 18.444885 32.194592 15.628696 22.082914 44.044365 54.392323 13 12/1/10 12.354441 49.019783 34.565899 13.195203 19.500198 31.833153 15.014479 25.199179 43.914082 57.536083 14 1/1/11 12.727252 47.371246 36.619305 13.730245 18.265676 36.30735 14.901414 26.361969 45.90873 63.484833 15 2/1/11 13.246352 48.694836 38.088997 14.4989 19.110575 37.660576 15.584081 26.231869 42.559937 67.301178 16 3/1/11 12.356467 47.383804 37.607689 15.466166 20.612211 39.977867 15.833081 25.823256 42.617245 66.548416 17 4/1/11 11.39133 52.558033 37.22427 15.968758 20.955647 43.66758 16.800871 23.75881 45.331787 69.593842 18 5/1/11 10.899683 53.813614 35.465832 16.334284 21.553829 43.419209 17.433157 23.154839 45.529671 66.02636 19 6/1/11 10.166853 53.659199 33.579357 15.838862 21.451382 45.752056 18.257277 22.995337 44.104572 64.738213 20 7/1/11 9.014984 52.263687 33.177452 14.800879 19.983046 44.167702 18.534626 22.896997 43.747681 63.473362 21 8/1/11 7.585214 53.078423 30.996328 14.593283 19.71841 42.289925 19.041653 21.389103 44.146076 58.883308 22 9/1/11 5.688951 51.834072 24.856482 13.74529 19.746109 41.04401 18.704382 19.854139 43.387039 58.159092 23 10/1/11 6.348946 52.403759 28.685633 14.973658 20.293072 42.855816 20.349634 21.327557 47.416428 62.531239 24 11/1/11 5.056847 52.672337 25.782925 15.603393 20.374056 43.552357 21.15917 21.286404 49.23885 64.413017 25 12/1/11 5.178591 53.867565 27.681055 16.993324 21.259882 45.258022 22.359932 22.796175 49.957779 68.276726 26 1/1/12 6.640889 54.13863 31.052734 16.804863 20.676363 46.405621 22.163931 24.160967 51.615856 67.45507 27 2/1/12 7.423266 53.456856 32.902958 16.592836 21.821785 49.953907 25.628141 25.881437 49.697933 69.678337 28 3/1/12 8.924497 54.658272 38.554482 17.971205 22.278341 52.812263 26.187092 28.355293 51.48127 70.246002 29 4/1/12 7.562977 53.945614 36.03896 18.169561 23.476788 50.459408 27.292271 27.839123 49.886192 69.930122 30 5/1/12 6.854238 51.733101 27.97842 17.352331 24.720158 50.117924 25.565699 26.697905 55.737728 63.68549 31 6/1/12 7.63852 56.529129 30.155914 18.429749 25.798096 52.571243 27.645149 28.036722 59.440445 69.783943 Prices + Ready Part 1 Attempt 1/10 for 8.3 pts. What was the monthly return for Exxon (XOM) from January to February 2010? 4+ decimals Submit Part 2 Attempt 1/10 for 8.3 pts. What was the monthly return from January to February 2010 for an equally- weighted portfolio? 4+ decimals Submit Part 3 | Attempt 1/10 for 8.3 pts. What is the standard deviation of monthly returns for the same portfolio? 4+ decimals Submit Part 4 * Attempt 1/10 for 8.3 pts. In comparision, what is the weighted average standard deviation of the 10 stocks