Problem 1: Use the data from the Price Data for Problem 1" sheet to calculate the returns for each of the assets. Problem 2 Using the return data from Problem 1, calculate the assets characteristics below WMT YHOO MSFT F GS XOM C Teva HPO IBM GE NBL SP500 Problem 2 2 Average Standard deviation 2 Covariance between asset and SPY Variance of SPY Beta Using Excel SLOPE function Intercept R-Squared Walmart WMT Yahoo YHOO Microsoft MSFT Ford F Kelogg K Goldman Sachs GS Exxon XOM Citicorp Teva Teva Hewlett Packard HPQ IBM IBM General Electric GE Nobel Energy NBL SP500 Problem 1 Date 2/Jun14 1/May/14 1/Apr/14 3/Mar/14 3/Feb/14 2/Jan/14 2/Dec/13 1/Nov/13 1/Oct/13 3/Sep/13 1/Aug/13 1/ Ju/13 3/Jun/13 1/May/13 1/Apr/13 1/Mar/13 1/Feb/13 2/Jan/13 3/Dec/12 1/Nov/12 1/Oct/12 4/Sep/12 1/Aug/12 2/Jul/12 1/Jun/12 1/May/12 2 Apr 12 1/Mar/12 1/Feb/12 3/Jan/12 1/Dec/11 1/Nov/11 3/Oct/11 1/Sep/11 1/Aug/11 1/Jul/11 1/Jun/11 2/May/11 1/Apr/11 1/Mar/11 1/Feb/11 3/Jan/11 1/Dec/10 1/Nov/10 1/Oct/10 1/Sep/10 2/Aug/10 1/Jul/10 1/Jun/10 3/May/ 10 1/Apr/10 1/Mar/10 1/Feb/10 4/Jan/10 1/Dec/09 2/Nov/09 1/Oct/09 1/Sep/09 3/Aug/09 1/u/09 1/Jun/09 1// 3 3 2 13.24 Date 2/Jun/14 1/May/14 1/Apr/14 3/Mar/14 3/Feb/14 2/Jan/14 2/Dec/13 1/Nov/13 1/Oct/13 3/Sep/13 1/Aug 13 1/Jul 13 3/Jun/13 1/May/13 1/Apr/13 1/Mar/13 1/Feb/13 2/Jan/13 3/Dec/12 1/Nov/12 1/Oct/12 4/Sep/12 1/Aug 12 2/Jul 12 1/Jun/12 1/May/12 2/Apr/12 1/Mar/12 1/Feb/12 3/Jan/12 1/Dec/11 1/Nov/11 3/Oct/11 1/Sep/11 1/Aug/11 1/Jul/11 1/Jun/11 2/May/11 1/Apr/11 1/Mar/11 1/Feb/11 3/Jan/11 1/Dec/10 1/Nov/10 1/Oct/10 1/Sep/10 2/Aug/10 1/Jul 10 1/Jun/10 3/May/ 10 1/Apr/10 1/Mar/10 1/Feb/10 4/Jan/10 1/Dec/09 2/Nov/09 1/Oct/09 1/Sep/09 3/Aug/09 1/u/09 1/Jun/09 4/May/09 Walmart WMT 75.07 76.77 79.22 75.96 73.76 73.74 77.70 79.53 75.35 72.61 71.65 76.06 72.69 73.03 75.39 72.59 68.22 67.42 65.76 69.03 71.91 70.74 69.59 70.96 66.47 62.75 55.78 57.95 55.57 57.72 56.21 55.06 53.02 48.51 49.72 48.92 49.32 51.25 50.69 47.99 47.59 51.33 49.37 49.25 49.32 48.73 45.65 46.34 43.51 45.77 48.28 50.04 48.39 47.82 47.83 48.57 44.24 43.71 45.30 44.17 42.90 44.05 Yahoo YHOO 35.13 34.65 35.95 35.90 38.67 36.01 40.44 36.98 32.94 33.17 27.12 28.09 25.13 26.30 24.73 23.53 21.31 19.63 19.90 18.77 16.84 15.98 14.65 15.84 15.83 15.24 15.54 15.22 14.83 15.47 16.13 15.71 15.64 13.17 13.61 13.10 15.04 16.55 17.70 16.68 16.40 16.12 16.63 15.82 16.49 14.17 13.11 13.88 13.84 15.34 16.53 16.53 15.31 15.01 16.78 14.97 15.90 17.81 14.61 14.32 15.66 15.84 PRICES FOR 13 STOCKS AND THE SP500 Goldman Ford Kelogg Sachs Exxon Citicorp Teva F K GS XOM Teva 17.24 65.70 167.44 100.68 47.10 52.42 16.44 68.98 159.81 100.53 47.57 50.49 16.15 66.38 159.28 101.72 47.90 48.52 15.48 62.29 163.29 97.02 47.59 52.47 15.27 59.82 165.88 95.62 48.62 49.54 14.84 57.15 163.01 90.89 47.42 43.99 15.19 60.20 176.06 99.81 52.09 39.51 16.81 59.77 167,80 92.20 52.90 40.18 16.84 61.88 159.25 87.79 48.76 36.25 16.51 57.46 156.63 84.29 48.48 36.92 15.85 59.40 150.61 85.38 48.30 37.35 16.52 64,32 161.86 91.21 52.10 38.49 15.05 62.37 149.25 87.90 47.93 38.01 15.26 60.25 159.94 88.02 51.95 37.04 62.72 143.68 85.98 46.61 36.83 12.70 62.13 144.75 87.06 44.19 38.16 12.18 58.34 147.31 86.52 41.93 35.97 12.51 56.00 144.95 86.38 42.12 36.24 12.42 53.46 125.05 83.09 39.51 35.62 10.98 53.09 115.47 84.62 34.53 38.49 10.70 49.69 119.48 86.98 37.33 38.31 9.41 49.06 110.97 87.25 32.67 39.25 8.91 48.10 103.20 83.29 29.66 37.52 8.77 44.91 98.07 82.33 27.08 38.53 9.10 46.45 93.17 81.11 27.36 37.16 10.02 45.93 93.01 74.54 26.46 36.92 10.71 47.21 111.38 81.28 32.97 42.84 11.79 50.07 120.30 81.65 36.47 42.18 11.70 48.87 111.37 81.43 33.25 41.94 11.74 45.85 107.50 78.41 30.64 42.00 10.13 46.83 87.21 79.36 26.24 37.55 9.98 45.52 92.45 75.32 27.41 36.85 10.99 49.75 105.24 72.68 31,50 37.81 9.10 48.82 90.83 67.60 25.55 34.45 10.47 49.85 111.65 68.90 30.96 38.28 11.49 50.79 129.27 73.78 38.23 42.93 12.98 50.37 127.47 75.25 41.51 44.38 14.04 51.89 134.79 77.18 41.02 46.85 14.56 51.77 144.26 80.89 45.75 41.89 14.03 48.80 151.51 77.35 44.05 45.96 14.17 48.42 156.46 78.64 46.64 45.90 15.01 45.12 155.98 73.79 48.04 49.86 15.80 45.82 160.30 66.88 47.14 47,56 15.00 44.16 148.84 63.62 41.86 45.65 13.30 44.72 153.26 60.43 41.56 47.15 11.52 44.94 137.52 56.16 38.97 47.94 10.63 44.20 130.25 53.73 36.98 46.00 12.02 44.18 143. 10 53.86 40.86 44.23 9.49 44.40 124.55 51.50 37.47 47.07 11.04 47.16 136.87 54.56 39.47 49.64 12.26 48.15 137.42 60.75 43.55 53.00 11.83 46.82 161.49 60.04 40.36 56.93 11.05 45.70 147.98 58.26 54.16 10.20 47.35 140.44 57.38 33.09 51.02 9.41 46.29 159.44 60.73 32.99 50.54 8.37 45.75 160.21 66.85 40.96 47.49 6.59 44.53 160.35 63.46 40.76 45.27 6.79 42.53 173.71 60.75 48.24 45.34 7.15 40.68 155.91 61.23 49.83 46.18 7.53 40.71 153.55 61.95 31.59 47.70 5.71 39.91 138.63 61.52 29.60 44.12 5.41 37.07 135.94 61.03 37.07 41.45 Microsoft MSFT 41.70 40.94 40.12 40.70 38.04 37.30 36.87 37.58 34.64 32.55 32.67 30.93 33.55 33.90 31.93 27.60 26.82 26.26 25.55 25.47 27.08 28.24 29.24 27.78 28.83 27.51 29.99 30.21 29.72 27.47 24.15 23.80 24.59 22.98 24.56 25.14 23.86 22.95 23.63 23.15 24.23 25.13 25.29 22.89 24.02 22.06 21.14 23.12 20.62 23.12 27.24 26.12 25.57 25.02 27.06 26.11 24.51 22.73 21.79 20.67 20.89 18.36 SP500 180.83 177.94 173.88 172.63 171.22 163.75 169.64 165.47 160.61 153.57 148.92 153.39 145.98 147.98 144.62 141.91 136.80 134.99 128.35 127.21 126.50 128.90 125.66 122.91 121.25 116.46 123.91 124.71 120.75 115.76 Hewlett Packard HPO 33.68 33.34 32.90 32.21 29.60 28.72 27.71 26.95 24.01 20.68 21.87 25.14 24.28 23.77 20.05 23.20 19.48 15.97 13.78 12.44 13.27 16.34 16.05 17.34 19.12 21.43 23.40 22.52 23.80 26.31 24.22 26.17 24.92 21.02 24.24 32.76 33.90 34.70 37.47 38.03 40.42 42.33 39.00 38.77 38.87 38.90 35.48 42.48 39.94 42.38 47.87 48.96 46.72 43.29 47.38 45.05 43.58 43.35 41.15 39.69 35.43 31.42 General Electric GE 26.28 26.57 26.67 25.68 25. 26 24.71 27.56 26.00 25.50 23.30 22.40 23.59 22.45 22.39 21.40 22.20 22.30 21.22 19.99 19.94 19.88 21.43 19.40 19.44 19.52 17.68 18.13 18.59 17.64 17.18 16.44 14.47 15. 19 13.84 14.69 16.13 16.98 17.54 18.27 17.91 18.69 17.87 16.22 13.93 14.10 14.30 12.65 14.08 12.60 14.19 16.37 15.80 13.94 13.87 13.05 13.73 12.22 14.08 11.85 11.42 9.99 11.39 IBM IBM 181.27 184.36 195.33 191.38 184. 10 174.70 185.47 177.67 176.25 182.13 179.26 190.87 187.02 203.57 197.28 207.77 195.62 196.97 185.80 184.36 187.87 200.34 188.17 188.46 188.08 185.50 198.30 199.81 188.39 183.72 175.40 179.34 175.42 166.14 163.33 172.02 162.28 159.80 160.65 153.57 152.45 151.96 137.67 132.70 134. 11 125.27 114.99 119.32 114.75 116.40 119.27 118.57 117.57 112.65 120.48 116.30 110.52 109.60 108.17 107.56 95.24 96.93 Nobel Energy NBL 77.46 72.07 71.60 70.86 68.59 62.03 67.78 69.90 74.57 66.57 61.02 61.94 59.51 57. 14 56.00 57.17 54.79 53.17 50.18 48.21 46.74 45.61 43.24 42.90 41.62 41.45 48.63 47.88 47.81 49.18 46.12 48.07 43.54 34.50 43.06 48.47 43.58 45.32 46.71 46.90 44.96 44.12 41.69 39.35 39.37 36.29 33.72 32.32 29.08 28.67 36.73 35. 10 34.93 35.47 34.16 31.30 31.40 31.55 28.92 29.15 28.13 28.37 110.81 109.69 109.95 99.13 106.66 112.80 115. 16 117.12 118.48 115.08 115.05 111.25 108.69 101.89 101.89 98.17 90.14 94.41 88.24 93.13 101.22 99.65 94.00 91.18 94.58 92.78 87.54 89.21 86.00 83.02 77.17 77.00 33.89