Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

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

image text in transcribed
image text in transcribed
image text in transcribed
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. Home Insert Draw Page Layout ormulas Data Review Viei Calibri (Body) 12 ' == v Paste BIU v v 10 INI IM IMI F11 x & fx D E F G H 1 Mo. US. T-Bill Annual YTM WN B 1 S&P500 2 Adj. Close 3 2/1/14 2058.90 4 1/1/15 1994.99 5 2/1/15 2104.50 6 3/1/15 2067.89 7 4/1/15 2085.51 8 5/1/15 2107.39 9 6/1/15 2063.11 10 7/1/15 2103.84 11 B/1/15 1972.18 12 9/1/15 1920.03 13 0/1/15 2079.36 14 1/1/15 2080.41 15 2/1/15 2043.94 16 1/1/16 1940.24 17 2/1/16 1932.23 18 3/1/16 2059.74 19 4/1/16 2065.30 20 5/1/16 2096.95 21 6/1/16 2098.86 22 7/1/16 2173.60 23 B/1/16 2170.95 24 9/1/16 2168.27 25 D/1/16 2126.15 26 1/1/16 2198.81 27 2/1/16 2238.83 28 1/1/17 2278.87 29 2/1/17 2363.64 30 3/1/17 2362.72 31 4/1/17 2384.20 32 5/1/17 2411.80 33 6/1/17 2423.41 34 7/1/17 2470:30 35 B/1/17 2471.65 36 9/1/17 2519.36 37 0/1/17 2575 26 38 1/1/17 2584.84 39 2/1/17 2673,61 40 1/1/18 2823.81 0.02% 0.02% 0.02% 0.02% 0.01% 0.01% 0.03% 0.04% 0.01% 0.01% 0.07% 0.17% 0.23% 0.26% 0.25% 0.19% 0.23% 0.22% 0.26% 0.26% 0.19% 0.24% 0.30% 0.42% 0.50% 0.48% 0.66% 0.75% 0.73% 0.84% 0.97% 0.98% 0.99% 1.00N 1.09% 1.20% 1.30% KO KOTYON SEP Till F11 x & fic E m F G 37 38 39 40 41 42 43 44 45 8 9 46 47 48 49 50 51 52 53 54 55 56 57 58 A 10/1/17 11/1/17 12/1/17 1/1/18 2/1/18 3/1/18 4/1/18 5/1/18 6/1/18 7/1/18 8/1/18 9/1/18 10/1/18 11/1/18 12/1/18 1/1/19 2/1/19 3/1/19 4/1/19 5/1/19 6/1/19 7/1/19 8/1/19 9/1/19 10/1/19 11/1/19 12/1/19 B UDDU 2575.26 2584.84 2673.61 2823.81 2713.83 2640.87 2648.05 2705.27 2718.37 2816.29 2901.52 2913.98 2711.74 2760.17 2506.85 2704.10 2784.49 2834.40 2945.83 2752.06 2941.76 2980.38 2926.46 2976.74 3037.56 3140.98 3230.78 D V.270 1.00% 1.09% 1.20% 1.30% 1.38% 1.64% 1.66% 1.71% 1.81% 1.89% 1.94% 2.04% 2.17% 2.24% 2.37% 2.40% 2.43% 2.45% 2.43% 2.40% 2.22% 2.15% 2.07% 1.99% 1.73% 1.58% 1.55% 59 60 61 62 63 64 65 66 67 68 69 70 +

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Financial Accounting

Authors: Belverd E. Needles

5th Edition

0395698022, 978-0395698020

More Books

Students also viewed these Accounting questions

Question

Explain how to dispute irrational beliefs. Critical T hinking

Answered: 1 week ago

Question

What types of errors can Exits

Answered: 1 week ago

Question

Discuss how selfesteem is developed.

Answered: 1 week ago