Question
The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2013. Using these data, estimate the average monthly return and the volatility
The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2013.
Using these data, estimate the average monthly return and the volatility for each stock.
| Cola Co. | Gas Co. | |
| January | -0.071 | -0.081 |
| February | -0.021 | -0.02 |
| March | -0.038 | -0.026 |
| April | -0.041 | -0.05 |
| May | 0.015 | -0.047 |
| June | 0.012 | -0.032 |
| July | -0.211 | 0.067 |
| August | -0.145 | -0.085 |
| September | -0.288 | -0.126 |
| October | 0.229 | 0.165 |
| November | -0.134 | -0.061 |
| December | -0.018 | 0.029 |
What is the volatility for Cola Co. ?
What is the volatility for Gas Co. ?
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Essentials of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
10th edition
77835425, 978-0077835422
