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The following data is an annual price history (ignores dividends) for GE, Amazon and the S&P500 index. Note: this data table can be highlighted (using
The following data is an annual price history (ignores dividends) for GE, Amazon and the S&P500 index. Note: this data table can be highlighted (using shift-key) and pasted into Excel. Assume the risk free rate was zero. Using this data, calculate the average return of the AMZN and greaterthanorequalto over this ten-year time period. Use the data to estimate the annual volatility of the AMZN and GE. Estimate beta for greaterthanorequalto and AMZN during this time period. Consider a portfolio invested 25% in AMZN and 75% in GE. Calculate the volatility and beta of this portfolio
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