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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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