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Using the data shown in the table below, that contains historical monthly prices and dividends (paid at the end of the month) for Ford Motor

Using the data shown in the table below, that contains historical monthly prices and dividends (paid at the end of the month) for Ford Motor Company

stock (Ticker: F) from August 1994 to August 1998, compute the:

a. Average monthly return over this period is % (Round to two decimal places.)

b. Monthly volatility (or standard deviation) over this period. (Round to two decimal places.)

c. 95% confidence interval of the estimate of the average monthly return. (Round to two decimal places.)

Date

Stock Price

Dividend

Return

1+Rt

Aug-94

$29.250

$0.000

Sep-94

$27.750

$0.000

-5.13%

0.949

Oct-94

$29.500

$0.260

7.24%

1.072

Nov-94

$27.125

$0.000

-8.05%

0.919

Dec-94

$27.875

$0.000

2.76%

1.028

Jan-95

$25.250

$0.260

-8.48%

0.915

Feb-95

$26.125

$0.000

3.47%

1.035

Mar-95

$26.875

$0.000

2.87%

1.029

Apr-95

$27.125

$0.310

2.08%

1.021

May-95

$29.250

$0.000

7.83%

1.078

Jun-95

$29.750

$0.000

1.71%

1.017

Jul-95

$29.000

$0.310

-1.48%

0.985

Aug-95

$30.750

$0.000

6.03%

1.06

Sep-95

$31.125

$0.000

1.22%

1.012

Oct-95

$28.750

$0.350

-6.51%

0.935

Nov-95

$28.250

$0.000

-1.74%

0.983

Dec-95

$28.875

$0.000

2.21%

1.022

Jan-96

$29.500

$0.350

3.38%

1.034

Feb-96

$31.250

$0.000

5.93%

1.059

Mar-96

$34.375

$0.000

10.00%

1.1

Apr-96

$35.875

$0.350

5.38%

1.054

May-96

$36.500

$0.000

1.74%

1.017

Jun-96

$32.375

$0.000

-11.30%

0.887

Jul-96

$32.375

$0.385

1.19%

1.012

Aug-96

$33.500

$0.000

3.47%

1.035

Sep-96

$31.250

$0.000

-6.72%

0.933

Oct-96

$31.250

$0.385

1.23%

1.012

Nov-96

$32.750

$0.000

4.80%

1.048

Dec-96

$32.250

$0.000

-1.53%

0.985

Jan-97

$32.125

$0.385

0.81%

1.008

Feb-97

$32.875

$0.000

2.33%

1.023

Mar-97

$31.375

$0.000

-4.56%

0.954

Apr-97

$34.750

$0.420

12.10%

1.121

May-97

$37.500

$0.000

7.91%

1.079

Jun-97

$38.000

$0.000

1.33%

1.013

Jul-97

$40.875

$0.420

8.67%

1.087

Aug-97

$43.000

$0.000

5.20%

1.052

Sep-97

$45.125

$0.000

4.94%

1.049

Oct-97

$43.688

$0.420

-2.25%

0.977

Nov-97

$43.000

$0.000

-1.57%

0.984

Dec-97

$48.563

$0.000

12.94%

1.129

Jan-98

$51.000

$0.420

5.88%

1.059

Feb-98

$56.563

$0.000

10.91%

1.109

Mar-98

$64.813

$0.000

14.59%

1.146

Apr-98

$45.813

$23.680

7.22%

1.072

May-98

$51.875

$0.000

13.23%

1.132

Jun-98

$59.000

$0.000

13.73%

1.137

Jul-98

$57.000

$0.420

-2.68%

0.973

Aug-98

$44.625

$0.000

-21.71%

0.783

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