Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

the data table is spread out amongst 3 pictures. I didnt post the same number twice FIN 300-F2020 (Blinder) 711E Homework: Lab 11 Score: 0

image text in transcribed the data table is spread out amongst 3 pictures. I didnt post the same number twice
image text in transcribed
image text in transcribed
image text in transcribed
image text in transcribed
FIN 300-F2020 (Blinder) 711E Homework: Lab 11 Score: 0 of 1 pt 4 of 15 (4 complete Problem 11-8 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 Data Table Returns Click the icon to view the data table a. The correlation of monthly retums between Stantec and Canadian Tire is ] (Round to five decimal places.) Canadian Tire Stantes 0:48 -5.05 683 -0.20 9.39 Dec-17 Nov-17 Oct-17 Sep-17 Aug 17 17 -17 May 17 Apr 17 Mar-17 Feb-17 3:41 1.91 5.10 430 -3.56 -403 -735 451 -1082 0.75 -181 3.73 10.50 20.14 Dec 16 Now 18 Oct 10 Sep-10 -0.40 7.70 - 070 -2.20 -1.68 - 263 6.40 -30 6.93 May 10 Apr-10 1.09 Enter your answer in the answer box and then click Check Answer. Print Dana 4 Parts remaining 15 (4 complete) HWS i Data Table - re stock. 15.85 Feb-16 Jan-16 Dec-15 Nov-15 Oct-15 Sep-15 Aug-15 Jul-15 Jun-15 May-15 Apr-15 Mar-15 Feb-15 Jan-15 Dec-14 Nov-14 Oct-14 Sep-14 Aug-14 Jul-14 Jun-14 May-14 Apr 14 Mar-14 Fot-14 - 17.34 -0.23 -0.78 5.39 12.86 -5.38 -15.20 -0.07 6.10 5.55 7.89 -5.04 2.14 - 1.85 -3.83 -7.02 - 2.04 -1.11 7.11 5.27 -1.53 3.31 -3.33 -0.41 0.10 -3.39 -5.56 9.28 -4.19 -3.14 -4.56 -2.39 3.59 1.31 -0.96 -2.04 12.88 -4.52 -4.34 4.26 1.69 2.18 8.97 1.18 -2.12 -2.44 3.28 4.39 5.50 Print Dana Clear Check Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 Jul-13 Jun-13 May-13 Apr-13 Mar-13 Feb-13 Jan-13 3.43 -4.16 10.91 18.50 8.86 1.73 7.81 0.93 2.11 - 3.14 5.02 4.43 3.58 - 4.44 -0.22 3.40 6.08 2.40 5.83 6.76 -4.95 12.80 1.21 6.52 -0.37 0.06 Print Done FIN 300-F2020 (Blinder) 711E Homework: Lab 11 Score: 0 of 1 pt 4 of 157 Problem 11-8 Use the accompanying data to complete parts a through c below. a. Computo the correlation of monthly retums 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 B 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.) Enter your answer in the box and then click Check Answer 4 parts romaining Gior A 4 of 15 (7 complete) Data Table ire. antec stock Dec-17 Nov-17 Oct-17 Sep-17 Aug-17 Jul-17 Jun-17 May-17 Apr-17 Mar-17 Feb-17 Jan-17 Dec-16 Nov-16 Oct-16 Sep-16 Aug-16 Jul-16 Jun-16 May-16 Apr-16 Mar-16 Returns (%) Canadian Stantec Tire 0.46 0.53 -5.05 3.41 6.83 1.91 -0.20 5.10 9.39 4.33 -2.48 -3.56 4.51 - 4.03 - 10.82 -7.35 1.87 5.46 0.76 3.73 -1.81 10.56 3.17 -0.63 -5.38 -0.46 20.14 7.79 - 2.85 -0.76 -1.41 - 2.20 -5.90 -1.68 6.46 -2.53 -8.90 -1.71 6.93 5,22 -2.19 1.09 16.94 2.77 Print Done

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Entrepreneurial Finance And Accounting For High-Tech Companies

Authors: Frank J Fabozzi

1st Edition

0262336901, 9780262336901

More Books

Students also viewed these Finance questions

Question

Research & development @cesim Research & development @cesim

Answered: 1 week ago