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Please answer all of 5E thank you! 5. Below is actual price and dividend data for three companies for each of seven months. A B
Please answer all of 5E thank you!
5. Below is actual price and dividend data for three companies for each of seven months. A B Dividend Dividend Dividend Time 1 Price 333 Price 106 3/4 2 108 1/4 3 0.725 1.35 124 0.40 Price 57 3/4 59 7/8 59 3/8 55 1/2 56 1/4 59 60 1/4 4 122 1/4 368 368 1/2 382 1/4 386 397 3/4 392 5 6 0.725 1.35 135 1/2 141 3/4 165 3/4 0.42 7 a. Compute the rate of return for each company for each month b. Compute the average rate of return for each company c. Compute the standard deviation of the rate of return for each company d. Compute the correlation coefficient between all possible pairs of securities e. Compute the average return and standard deviation for the following portfolios a. 12 A + 12 B b. 12 A + 1/2 C c. 12 B + 1/2 C d. 1/3 A + 1/3 B + 1/3 C A B C Time Price Dividend Price Dividend Dividend 1 333 Price 106 3/4 108 1/4 124 2. 3 0.725 1.35 0.4 4 57 3/4 59 7/8 59 3/8 55 1/2 56 1/4 59 60 1/4 368 368 1/2 382 1/4 386 397 3/4 392 5 122 1/4 135 1/2 141 3/4 165 3/4 6 0.725 1.35 0.42 7Step by Step Solution
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