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The Excel file Stock Return Data contains quarterly data for several stocks and the S&P 500 Index (i.e., the market). a. Compute the Beta for
The Excel file Stock Return Data contains quarterly data for several stocks and the S&P 500 Index (i.e., the market). a. Compute the Beta for INTC using the Variance-Covariance relationship. b. Compute the annualized return on a Compounded Basis for INTC. c. Compute the annualized return on a Continuous Basis for INTC. d. Compute the annual variance and the annual standard deviation for INTC.
Quarterly | S&P 500 | INTC |
1 | 0.021 | 0.029582 |
2 | 0.024 | -0.00718 |
3 | -0.067 | 0.144977 |
4 | 0.013 | 0.018957 |
5 | 0.026 | 0.037287 |
6 | -0.025 | -0.05388 |
7 | 0.098 | 0.221484 |
8 | -0.007 | -0.02587 |
9 | -0.003 | -0.05324 |
10 | -0.09 | -0.24989 |
11 | -0.049 | -0.00383 |
12 | -0.004 | 0.007506 |
13 | 0.064 | 0.1194 |
14 | 0.027 | 0.026623 |
15 | 0.044 | 0.188347 |
16 | 0.072 | 0.043715 |
17 | 0.024 | -0.02098 |
18 | 0.003 | 0.053529 |
19 | 0.043 | 0.13196 |
20 | -0.046 | -0.16594 |
21 | 0.047 | 0.010804 |
22 | 0.024 | 0.053173 |
23 | -0.016 | -0.14649 |
24 | 0.013 | -0.03832 |
25 | -0.04 | 0.009057 |
26 | 0.114 | 0.19513 |
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