Question
Using the data from Jan. 1, 2015 to Dec. 31, 2019, estimate the standard deviation of the monthly returns of a portfolio consisting of one
Using the data from Jan. 1, 2015 to Dec. 31, 2019, estimate the standard deviation of the monthly returns of a portfolio consisting of one share of KO, one share of T, and one share of XOM. Enter your answer as a percent without the %. Round your final answer to two decimals.
Then using Excels slope function estimate the s of KO, T, and XOM using the monthly returns from Jan. 1, 2015 to Dec. 31, 2019. What is the average of these three s? Round your final answers to two decimals.
Lastly estimate the of a portfolio that consists of one share of KO, two shares of T, and one share of XOM. Estimate the as of the end of 2019. Round your final answers to two decimals.
KO | T | XOM | |
Date | Adj Close | Adj Close | Adj Close |
12/1/14 | 35.56 | 25.24 | 75.13 |
1/1/15 | 34.67 | 24.73 | 71.04 |
2/1/15 | 36.47 | 26.33 | 71.95 |
3/1/15 | 34.15 | 24.88 | 69.60 |
4/1/15 | 34.44 | 26.39 | 71.54 |
5/1/15 | 34.78 | 26.70 | 69.76 |
6/1/15 | 33.31 | 27.45 | 68.69 |
7/1/15 | 35.17 | 26.85 | 65.39 |
8/1/15 | 33.67 | 26.19 | 62.11 |
9/1/15 | 34.35 | 25.52 | 61.95 |
10/1/15 | 36.57 | 26.24 | 68.94 |
11/1/15 | 36.81 | 26.75 | 68.04 |
12/1/15 | 37.39 | 27.34 | 65.52 |
1/1/16 | 37.35 | 28.65 | 65.44 |
2/1/16 | 37.53 | 29.77 | 67.37 |
3/1/16 | 40.37 | 31.55 | 70.90 |
4/1/16 | 39.29 | 31.27 | 74.98 |
5/1/16 | 39.12 | 31.93 | 75.50 |
6/1/16 | 39.76 | 35.24 | 80.18 |
7/1/16 | 38.56 | 35.31 | 76.08 |
8/1/16 | 38.38 | 33.71 | 74.53 |
9/1/16 | 37.40 | 33.49 | 75.29 |
10/1/16 | 37.78 | 30.34 | 71.87 |
11/1/16 | 35.95 | 32.25 | 75.30 |
12/1/16 | 37.74 | 33.71 | 78.55 |
1/1/17 | 37.35 | 35.19 | 73.00 |
2/1/17 | 37.70 | 35.29 | 70.77 |
3/1/17 | 38.13 | 35.09 | 72.02 |
4/1/17 | 39.11 | 33.47 | 71.70 |
5/1/17 | 41.22 | 32.93 | 70.69 |
6/1/17 | 40.65 | 32.24 | 71.57 |
7/1/17 | 41.89 | 33.33 | 70.95 |
8/1/17 | 41.63 | 32.43 | 67.66 |
9/1/17 | 41.14 | 33.91 | 73.38 |
10/1/17 | 42.36 | 29.13 | 74.60 |
11/1/17 | 42.16 | 31.89 | 74.55 |
12/1/17 | 42.61 | 34.08 | 75.56 |
1/1/18 | 44.20 | 32.83 | 78.86 |
2/1/18 | 40.14 | 32.24 | 68.42 |
3/1/18 | 40.34 | 31.66 | 68.09 |
4/1/18 | 40.49 | 29.04 | 70.95 |
5/1/18 | 40.29 | 29.11 | 74.14 |
6/1/18 | 41.09 | 28.92 | 76.26 |
7/1/18 | 44.08 | 28.80 | 75.14 |
8/1/18 | 42.13 | 29.22 | 73.90 |
9/1/18 | 43.66 | 30.72 | 79.18 |
10/1/18 | 45.65 | 28.07 | 74.21 |
11/1/18 | 48.05 | 29.00 | 74.04 |
12/1/18 | 45.50 | 26.50 | 64.15 |
1/1/19 | 46.25 | 27.91 | 68.94 |
2/1/19 | 43.57 | 29.37 | 74.35 |
3/1/19 | 45.03 | 29.60 | 76.86 |
4/1/19 | 47.55 | 29.22 | 76.36 |
5/1/19 | 47.62 | 29.32 | 67.32 |
6/1/19 | 49.35 | 32.13 | 73.73 |
7/1/19 | 51.41 | 32.65 | 71.54 |
8/1/19 | 53.76 | 34.32 | 65.89 |
9/1/19 | 53.18 | 36.83 | 68.78 |
10/1/19 | 53.56 | 37.46 | 65.82 |
11/1/19 | 52.54 | 36.89 | 66.37 |
12/1/19 | 54.87 | 38.56 | 68.79 |
Date | S&P500 | 1 Mo. US. T-Bill | |
Adj. Close | Annual YTM | ||
12/1/14 | 2058.90 | ||
1/1/15 | 1994.99 | 0.02% | |
2/1/15 | 2104.50 | 0.02% | |
3/1/15 | 2067.89 | 0.02% | |
4/1/15 | 2085.51 | 0.02% | |
5/1/15 | 2107.39 | 0.01% | |
6/1/15 | 2063.11 | 0.01% | |
7/1/15 | 2103.84 | 0.03% | |
8/1/15 | 1972.18 | 0.04% | |
9/1/15 | 1920.03 | 0.01% | |
10/1/15 | 2079.36 | 0.01% | |
11/1/15 | 2080.41 | 0.07% | |
12/1/15 | 2043.94 | 0.17% | |
1/1/16 | 1940.24 | 0.23% | |
2/1/16 | 1932.23 | 0.26% | |
3/1/16 | 2059.74 | 0.25% | |
4/1/16 | 2065.30 | 0.19% | |
5/1/16 | 2096.95 | 0.23% | |
6/1/16 | 2098.86 | 0.22% | |
7/1/16 | 2173.60 | 0.26% | |
8/1/16 | 2170.95 | 0.26% | |
9/1/16 | 2168.27 | 0.19% | |
10/1/16 | 2126.15 | 0.24% | |
11/1/16 | 2198.81 | 0.30% | |
12/1/16 | 2238.83 | 0.42% | |
1/1/17 | 2278.87 | 0.50% | |
2/1/17 | 2363.64 | 0.48% | |
3/1/17 | 2362.72 | 0.66% | |
4/1/17 | 2384.20 | 0.75% | |
5/1/17 | 2411.80 | 0.73% | |
6/1/17 | 2423.41 | 0.84% | |
7/1/17 | 2470.30 | 0.97% | |
8/1/17 | 2471.65 | 0.98% | |
9/1/17 | 2519.36 | 0.99% | |
10/1/17 | 2575.26 | 1.00% | |
11/1/17 | 2584.84 | 1.09% | |
12/1/17 | 2673.61 | 1.20% | |
1/1/18 | 2823.81 | 1.30% | |
2/1/18 | 2713.83 | 1.38% | |
3/1/18 | 2640.87 | 1.64% | |
4/1/18 | 2648.05 | 1.66% | |
5/1/18 | 2705.27 | 1.71% | |
6/1/18 | 2718.37 | 1.81% | |
7/1/18 | 2816.29 | 1.89% | |
8/1/18 | 2901.52 | 1.94% | |
9/1/18 | 2913.98 | 2.04% | |
10/1/18 | 2711.74 | 2.17% | |
11/1/18 | 2760.17 | 2.24% | |
12/1/18 | 2506.85 | 2.37% | |
1/1/19 | 2704.10 | 2.40% | |
2/1/19 | 2784.49 | 2.43% | |
3/1/19 | 2834.40 | 2.45% | |
4/1/19 | 2945.83 | 2.43% | |
5/1/19 | 2752.06 | 2.40% | |
6/1/19 | 2941.76 | 2.22% | |
7/1/19 | 2980.38 | 2.15% | |
8/1/19 | 2926.46 | 2.07% | |
9/1/19 | 2976.74 | 1.99% | |
10/1/19 | 3037.56 | 1.73% | |
11/1/19 | 3140.98 | 1.58% | |
12/1/19 | 3230.78 | 1.55% |
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