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Posted on Jul 17, 2024

There is an Excel sheet in the same Assessments folder from which you got this exam. It contains monthly stock price data for ABC Corp

There is an Excel sheet in the same Assessments folder from which you got this exam. It contains monthly stock price data for ABC Corp and for the ETF SPY. For ABC Corp, calculate: (a) the standard deviation, (b) the coefficient of variation, and (c) the beta, using the ETF SPY as a proxy for the market index. Note: You do not need to show your work for this question as long as you do the question in your attached Excel sheet.

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18-12-01 19-01-01 19-02-01 19-03-01 19-04-01 19-05-01 19-06-01 19-07-01 19-08-01 19-09-01 19-10-01 19-11-01 19-12-01 20-01-01 20-02-01 20-03-01 20-04-01 20-05-01 20-06-01 20-07-01 20-08-01 20-09-01 20-10-01 20-11-01 20-12-01 240.4015 30.9329 261.1657 33.22075 269.6315 34.12852 273.3082 36.12772 285.7265 36.65831 267.5054 34.71093 284.7353 38.30534 290.4461 39.51941 285.583 43.38501 289.8016 45.23611 297.5754 45.39037 308.3472 45.2372 315.7539 48.00563 317.1782 47.00511 292.0685 44.14722 254.1034 45.16479 288.0543 48.90244 301.7787 50.25721 305.7849 48.92635 325.2181 48.8672 347.9173 52.23097 333.5548 48.02151 326.54 46.33376 362.06 50.02 372.24 47.11 18-12-01 19-01-01 19-02-01 19-03-01 19-04-01 19-05-01 19-06-01 19-07-01 19-08-01 19-09-01 19-10-01 19-11-01 19-12-01 20-01-01 20-02-01 20-03-01 20-04-01 20-05-01 20-06-01 20-07-01 20-08-01 20-09-01 20-10-01 20-11-01 20-12-01 240.4015 30.9329 261.1657 33.22075 269.6315 34.12852 273.3082 36.12772 285.7265 36.65831 267.5054 34.71093 284.7353 38.30534 290.4461 39.51941 285.583 43.38501 289.8016 45.23611 297.5754 45.39037 308.3472 45.2372 315.7539 48.00563 317.1782 47.00511 292.0685 44.14722 254.1034 45.16479 288.0543 48.90244 301.7787 50.25721 305.7849 48.92635 325.2181 48.8672 347.9173 52.23097 333.5548 48.02151 326.54 46.33376 362.06 50.02 372.24 47.11 18-12-01 19-01-01 19-02-01 19-03-01 19-04-01 19-05-01 19-06-01 19-07-01 19-08-01 19-09-01 19-10-01 19-11-01 19-12-01 20-01-01 20-02-01 20-03-01 20-04-01 20-05-01 20-06-01 20-07-01 20-08-01 20-09-01 20-10-01 20-11-01 20-12-01 240.4015 30.9329 261.1657 33.22075 269.6315 34.12852 273.3082 36.12772 285.7265 36.65831 267.5054 34.71093 284.7353 38.30534 290.4461 39.51941 285.583 43.38501 289.8016 45.23611 297.5754 45.39037 308.3472 45.2372 315.7539 48.00563 317.1782 47.00511 292.0685 44.14722 254.1034 45.16479 288.0543 48.90244 301.7787 50.25721 305.7849 48.92635 325.2181 48.8672 347.9173 52.23097 333.5548 48.02151 326.54 46.33376 362.06 50.02 372.24 47.11 18-12-01 19-01-01 19-02-01 19-03-01 19-04-01 19-05-01 19-06-01 19-07-01 19-08-01 19-09-01 19-10-01 19-11-01 19-12-01 20-01-01 20-02-01 20-03-01 20-04-01 20-05-01 20-06-01 20-07-01 20-08-01 20-09-01 20-10-01 20-11-01 20-12-01 240.4015 30.9329 261.1657 33.22075 269.6315 34.12852 273.3082 36.12772 285.7265 36.65831 267.5054 34.71093 284.7353 38.30534 290.4461 39.51941 285.583 43.38501 289.8016 45.23611 297.5754 45.39037 308.3472 45.2372 315.7539 48.00563 317.1782 47.00511 292.0685 44.14722 254.1034 45.16479 288.0543 48.90244 301.7787 50.25721 305.7849 48.92635 325.2181 48.8672 347.9173 52.23097 333.5548 48.02151 326.54 46.33376 362.06 50.02 372.24 47.11