The following are end of the month prices for both the Standard & Poors 500 Index and Nike's Common stock. Using the data here calculate the holding-period returns, the average monthly return and the standard deviation for both the S&P 500 and Nike. Use Microsoft Excel to construct your submission.

2011 NIKE S&P 500 INDEX

June $89.98 $1,320.64

July $90.15 $1,292.28

August $86.65 $1,218.89

September $85.51 $1,131.42

October $96.35 $1,253.30

November $96.18 $1,246.96

December $96.37 $1,257.60

2012 NIKE S&P 500 INDEX

January $103.99 $1,312.41

February $107.92 $1,365.68

March $108.44 $1,408.47

April $111.87 $1,397.91

May $108.18 $1,310.33

June $98.45 $1,335.69