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Returns (%) Stantec Canadian Tire Dec-17 0.46 0.53 Nov-17 -5.05 3.41 Oct-17 6.83 1.91 Sep-17 -0.2 5.1 Aug-17 9.39 4.33 Jul-17 -2.48 -3.56 Jun-17 4.51
Returns (%) | ||
Stantec | Canadian Tire | |
Dec-17 | 0.46 | 0.53 |
Nov-17 | -5.05 | 3.41 |
Oct-17 | 6.83 | 1.91 |
Sep-17 | -0.2 | 5.1 |
Aug-17 | 9.39 | 4.33 |
Jul-17 | -2.48 | -3.56 |
Jun-17 | 4.51 | -4.03 |
May-17 | -10.82 | -7.35 |
Apr-17 | 1.87 | 5.46 |
Mar-17 | 0.76 | 3.73 |
Feb-17 | -1.81 | 10.56 |
Jan-17 | 3.17 | -0.63 |
Dec-16 | -5.38 | -0.46 |
Nov-16 | 20.14 | 7.79 |
Oct-16 | -2.85 | -0.76 |
Sep-16 | -1.41 | -2.2 |
Aug-16 | -5.9 | -1.68 |
Jul-16 | 6.46 | -2.53 |
Jun-16 | -8.9 | -1.71 |
May-16 | 6.93 | 5.22 |
Apr-16 | -2.19 | 1.09 |
Mar-16 | 16.94 | 2.77 |
Feb-16 | -17.34 | 15.85 |
Jan-16 | -0.23 | -3.39 |
Dec-15 | -0.78 | -5.56 |
Nov-15 | 5.39 | 9.28 |
Oct-15 | 12.86 | -4.19 |
Sep-15 | -5.38 | -3.14 |
Aug-15 | -15.2 | -4.56 |
Jul-15 | -0.07 | -2.39 |
Jun-15 | 6.1 | 3.59 |
May-15 | 5.55 | 1.31 |
Apr-15 | 7.89 | -0.96 |
Mar-15 | -5.04 | -2.04 |
Feb-15 | 2.14 | 12.88 |
Jan-15 | -1.85 | -4.52 |
Dec-14 | -3.83 | -4.34 |
Nov-14 | -7.02 | 4.26 |
Oct-14 | -2.04 | 7.69 |
Sep-14 | -1.11 | 2.16 |
Aug-14 | 7.11 | 8.97 |
Jul-14 | 5.27 | 1.18 |
Jun-14 | -1.53 | -2.12 |
May-14 | 3.31 | -2.44 |
Apr-14 | -3.33 | 3.28 |
Mar-14 | -0.41 | 4.39 |
Feb-14 | 0.1 | 5.5 |
Jan-14 | 3.43 | -4.44 |
Dec-13 | -4.16 | -0.22 |
Nov-13 | 10.91 | 3.4 |
Oct-13 | 18.5 | 6.08 |
Sep-13 | 8.86 | 2.4 |
Aug-13 | 1.73 | 5.83 |
Jul-13 | 7.81 | 6.76 |
Jun-13 | 0.93 | -4.95 |
May-13 | 2.11 | 12.8 |
Apr-13 | -3.14 | 1.21 |
Mar-13 | 5.02 | 6.52 |
Feb-13 | 4.43 | -0.37 |
Jan-13 | 3.58 | 0.06 |
Answer all parts, thank you!
Use the accompanying data to complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly returns between Stantec and Canadian Tire is (Round to five decimal places.)Step by Step Solution
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