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Using the table provided, I need some help in figuring out parts, b and c. I am looking for the standard deviations of annual returns
Using the table provided, I need some help in figuring out parts, b and c.
I am looking for the standard deviations of annual returns for both Stantec and Canadian tire, and I am looking for the annual variance and annual standard deviation of the portfolio of 70% stantec and 30% Canadian tire.
Use the accompanying data to complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly returns between Stantec and Canadian Tire is 0.18188 (Round to five decimal places.) b. The standard deviation of annual returns for Stantec is %. (Round to two decimal places.) Dec-17 Nov-17 Oct-17 Sep-17 Aug-17 Jul-17 Jun-17 May-17 Apr-17 Mar-17 Feb-17 Jan-17 Dec-16 Nov-16 Oct-16 Sep-16 Aug-16 Jul-16 Jun-16 May-16 Apr-16 Mar-16 Feb-16 Jan-16 Dec-15 Returns (%) Canadian Stantec Tire 0.46 0.53 -5.05 3.41 6.83 1.91 -0.20 5.10 9.39 4.33 -2.48 - 3.56 4.51 - 4.03 - 10.82 - 7.35 1.87 5.46 0.76 3.73 - 1.81 10.56 3.17 -0.63 -5.38 -0.46 20.14 7.79 - 2.85 -0.76 - 1.41 - 2.20 -5.90 - 1.68 6.46 -2.53 -8.90 - 1.71 6.93 5.22 -2.19 1.09 16.94 2.77 - 17.34 15.85 -0.23 -3.39 -0.78 -5.56 5.39 Nov-15 Oct-15 9.28 - 4.19 12.86 - 3.14 - 4.56 Sep-15 Aug-15 Jul-15 Jun-15 May-15 Apr-15 Mar-15 -5.38 - 15.20 -0.07 6.10 5.55 7.89 - 5.04 2.14 -2.39 3.59 1.31 -0.96 - 2.04 12.88 - 4.52 - 4.34 4.26 Feb-15 Jan-15 Dec-14 - 1.85 - 3.83 - 7.02 7.69 Nov-14 Oct-14 Sep-14 Aug-14 Jul-14 Jun-14 May-14 Apr-14 Mar-14 - 2.04 - 1.11 7.11 5.27 - 1.53 2.16 8.97 1.18 - 2.12 -2.44 3.28 4.39 3.31 -3.33 -0.41 Feb-14 0.10 5.50 3.43 - 4.44 - 4.16 10.91 -0.22 3.40 Jan-14 Dec-13 Nov-13 Oct-13 Sep-13 Aug-13 18.50 8.86 1.73 6.08 2.40 5.83 7.81 0.93 6.76 - 4.95 2.11 12.80 Jul-13 Jun-13 May-13 Apr-13 Mar-13 Feb-13 Jan-13 -3.14 1.21 5.02 4.43 6.52 -0.37 3.58 0.06Step by Step Solution
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