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 0.0240 0.0620 February 0.0090 -0.0460 March 0.0160 0.0460 April -0.0160 -0.0590 May 0.0280 0.0380 June 0.0460 0.0600 July 0.0080 -0.0040 August -0.0080 -0.0200 September -0.0080 -0.0360 October -0.0040 0.0060 November 0.0590 0.0180 December -0.0140 0.0260
What is the average mothly return for both Cola Co. & Gas Co.? What is the variance for both Cola Co. and Gas Co.?
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