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Please answer the following questions a) Calculate the realized return over this entire period, expressing the answer in per cent per month b) Compute the

Please answer the following questions

a) Calculate the realized return over this entire period, expressing the answer in per cent per month

b) Compute the average monthly return over this period

c) compute the monthly volatility (or standard deviation) over this period

d. Compute the 95% confidence interval of the estimate of the average monthly return calculated in b)

DATE CLOSE DIVIDEND DIV DATE Return 1+R
Jun-11 14.23

-0.04625 0.95375 2.05339
May-11 14.92

-0.03555 0.96445 2.15296
Apr-11 15.47

0.03756 1.03756 2.23232
Mar-11 14.91

-0.00930 0.99070 2.15152
Feb-11 15.05

-0.05643 0.94357 2.17172
Jan-11 15.95

-0.05003 0.94997 2.30159
Dec-10 16.79

0.05332 1.05332 2.42280
Nov-10 15.94

0.12810 1.12810 2.30014
Oct-10 14.13

0.15441 1.15441 2.03896
Sep-10 12.24

0.08415 1.08415 1.76623
Aug-10 11.29

-0.11590 0.88410 1.62915
Jul-10 12.77

0.26687 1.26687 1.84271
Jun-10 10.08

-0.14066 0.85934 1.45455
May-10 11.73

-0.09908 0.90092 1.69264
Apr-10 13.02

0.03580 1.03580 1.87879
Mar-10 12.57

0.07070 1.07070 1.81385
Feb-10 11.74

0.08303 1.08303 1.69408
Jan-10 10.84

0.08400 1.08400 1.56421
Dec-09 10

0.12486 1.12486 1.44300
Nov-09 8.89

0.27000 1.27000 1.28283
Oct-09 7

-0.02913 0.97087 1.01010
Sep-09 7.21

-0.05132 0.94868 1.04040
Aug-09 7.6

-0.05000 0.95000 1.09668
Jul-09 8

0.31796 1.31796 1.15440
Jun-09 6.07

0.05565 1.05565 0.87590
May-09 5.75

-0.03846 0.96154 0.82973
Apr-09 5.98

1.27376 2.27376 0.86291
Mar-09 2.63

0.31500 1.31500 0.37951
Feb-09 2

0.06952 1.06952 0.28860
Jan-09 1.87

-0.18341 0.81659 0.26984
Dec-08 2.29

-0.14870 0.85130 0.33045
Nov-08 2.69

0.22831 1.22831 0.38817
Oct-08 2.19

-0.57885 0.42115 0.31602
Sep-08 5.2

0.16592 1.16592 0.75036
Aug-08 4.46

-0.07083 0.92917 0.64358
Jul-08 4.8

-0.00208 0.99792 0.69264
Jun-08 4.81

-0.29265 0.70735 0.69408
May-08 6.8

-0.17676 0.82324 0.98124
Apr-08 8.26

0.44406 1.44406 1.19192
Mar-08 5.72

-0.12404 0.87596 0.82540
Feb-08 6.53

-0.01657 0.98343 0.94228
Jan-08 6.64

-0.01337 0.98663 0.95815
Dec-07 6.73

-0.10386 0.89614 0.97114
Nov-07 7.51

-0.15333 0.84667 1.08369
Oct-07 8.87

0.04476 1.04476 1.27994
Sep-07 8.49

0.08707 1.08707 1.22511
Aug-07 7.81

-0.08226 0.91774 1.12698
Jul-07 8.51

-0.09660 0.90340 1.22799
Jun-07 9.42

0.12950 1.12950 1.35931
May-07 8.34

0.03731 1.03731 1.20346
Apr-07 8.04

0.01901 1.01901 1.16017
Mar-07 7.89

-0.00253 0.99747 1.13853
Feb-07 7.91

-0.02706 0.97294 1.14141
Jan-07 8.13

0.08256 1.08256 1.17316
Dec-06 7.51

-0.07626 0.92374 1.08369
Nov-06 8.13

-0.01812 0.98188 1.17316
Oct-06 8.28

0.02349 1.02349 1.19481
Sep-06 8.09

-0.03345 0.96655 1.16739
Aug-06 8.37

0.25487 1.25487 1.20779
Jul-06 6.67 0.050 7/31/2006 -0.03752 0.96248
Jun-06 6.93








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