PART 1)

Consider the histogram of returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from 12/31/2008 to 12/31/2018. Recall that your bins went from -20% to +20% in 1% increments. Across all your bins, what was the maximum number of observations for any one bin? (B y the way, this is called the "mode".)

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PART 2)

Consider the returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from 12/31/2008 to 12/31/2018. What return was at the 75th percentile over this period? You will want to use the "=percentile(range, 0.75)" function in Excel, where the range refers to your ^GSPC returns data. Refer to Excel to help if you need help with this function. (Answer as a % with two decimal places, e.g. enter "0.23", without the quotes, if your answer is 0.23%.)

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PART 3)

Consider the returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from

12/31/2008 to 12/31/2018

. What return was at the 25th percentile over this period? You will want to use the "=percentile(range, 0.25)" function in Excel, where the range refers to your ^GSPC returns data. Refer to Excel to help if you need help with this function. (Answer as a % with two decimal places, e.g. enter "0.23", without the quotes, if your answer is 0.23%.)

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PART 4)

1. Consider the returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from

   12/31/2008 to 12/31/2018

   . What was the average monthly return over this period? (Answer as a % with two decimal places, e.g. enter "0.23", without the quotes, if your answer is 0.23%.)

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PART 5)

Consider the returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from

12/31/2008 to 12/31/2018

. What was the median monthly return over this period? (Answer as a % with two decimal places, e.g. enter "0.23", without the quotes, if your answer is 0.23%.)

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PART 6)

Consider the returns on the S&P 500 Index (ticker symbol ^GSPC) during the 120 months from

12/31/2008 to 12/31/2018

. What was the sample standard deviation of monthly returns over this period? (Answer as a % with two decimal places, e.g. enter "0.23", without the quotes, if your answer is 0.23%.)

PART 7)

In which period was the standard deviation of monthly returns higher on the S&P 500 Index (ticker symbol ^GSPC): Dec 2008 to Dec 2013 (first 60 months) or Dec 2013 to Dec 2018 (second 60 months)?

		Dec 2008 to Dec 2013
		Dec 2013 to Dec 2018
		The standard deviations were the same.
		This question has no answer.

PART 8)

You may wonder, are there are any obvious trends in the data? One measure is to see if the data are correlated over time. In particular, we can measure whether data are correlated from one month to the next. Recall that you have 120 monthly returns.

Find the correlation coefficient between the first 119 observations and the last 119 observations, using the "=correl(...)" function. (Example, noting that your cell addresses are likely different than this, "=CORREL(C3:C121,C4:C122)".

Enter your response as a decimal with 4 decimal points, e.g. "0.1234".

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