Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

What is the average return, variance, and standard deviation of returns for (i) S&P 500, (ii) Verizon, and (iii) Chevron. Comment on the statistics. qattachments_53929d536a5d77f29bdb81920225f71036530daa

image text in transcribed

What is the average return, variance, and standard deviation of returns for (i) S&P 500, (ii) Verizon, and (iii) Chevron. Comment on the statistics.

image text in transcribed qattachments_53929d536a5d77f29bdb81920225f71036530daa Date Adj Close 1/3/2012 85.405426 2/1/2012 91.067406 3/1/2012 89.473389 4/2/2012 88.930923 5/1/2012 82.784195 6/1/2012 88.838707 7/2/2012 92.274361 8/1/2012 95.203026 9/4/2012 98.937805 10/1/2012 93.573303 11/1/2012 90.484718 12/3/2012 92.582237 1/2/2013 98.583733 2/1/2013 101.076851 3/1/2013 102.517723 4/1/2013 105.270058 5/1/2013 106.762627 6/3/2013 102.926994 7/1/2013 109.49366 8/1/2013 105.610092 9/3/2013 106.548424 10/1/2013 105.197929 11/1/2013 108.274361 12/2/2013 110.458595 1/2/2014 98.715012 2/3/2014 102.892853 3/3/2014 106.086792 4/1/2014 111.983963 5/1/2014 110.48349 6/2/2014 117.465752 7/1/2014 116.287048 8/1/2014 117.465973 9/2/2014 108.273781 10/1/2014 108.845451 11/3/2014 99.707367 12/1/2014 102.738785 1/2/2015 93.90094 2/2/2015 98.661552 3/2/2015 97.089333 4/1/2015 102.712334 5/1/2015 96.207367 6/1/2015 90.108009 7/1/2015 82.644936 8/3/2015 76.602066 9/1/2015 74.606377 10/1/2015 85.956238 11/2/2015 87.427284 12/1/2015 86.125252 1/4/2016 82.784027 2/1/2016 80.896408 3/1/2016 92.491814 4/1/2016 99.065132 Page 1 qattachments_53929d536a5d77f29bdb81920225f71036530daa 5/2/2016 6/1/2016 7/1/2016 8/1/2016 9/1/2016 10/3/2016 11/1/2016 12/1/2016 98.95623 102.708733 100.406281 99.583061 101.899864 103.711731 111.559998 117.699997 Page 2 qattachments_d3fbf786650b44eb2d7be538aaba963da7e308b7 Date Adj Close 1/3/2012 1312.410034 2/1/2012 1365.680054 3/1/2012 1408.469971 4/2/2012 1397.910034 5/1/2012 1310.329956 6/1/2012 1362.160034 7/2/2012 1379.319946 8/1/2012 1406.579956 9/4/2012 1440.670044 10/1/2012 1412.160034 11/1/2012 1416.180054 12/3/2012 1426.189941 1/2/2013 1498.109985 2/1/2013 1514.680054 3/1/2013 1569.189941 4/1/2013 1597.569946 5/1/2013 1630.73999 6/3/2013 1606.280029 7/1/2013 1685.72998 8/1/2013 1632.969971 9/3/2013 1681.550049 10/1/2013 1756.540039 11/1/2013 1805.810059 12/2/2013 1848.359985 1/2/2014 1782.589966 2/3/2014 1859.449951 3/3/2014 1872.339966 4/1/2014 1883.949951 5/1/2014 1923.569946 6/2/2014 1960.22998 7/1/2014 1930.670044 8/1/2014 2003.369995 9/2/2014 1972.290039 10/1/2014 2018.050049 11/3/2014 2067.560059 12/1/2014 2058.899902 1/2/2015 1994.98999 2/2/2015 2104.5 3/2/2015 2067.889893 4/1/2015 2085.51001 5/1/2015 2107.389893 6/1/2015 2063.110107 7/1/2015 2103.840088 8/3/2015 1972.180054 9/1/2015 1920.030029 10/1/2015 2079.360107 11/2/2015 2080.409912 12/1/2015 2043.939941 1/4/2016 1940.23999 2/1/2016 1932.22998 3/1/2016 2059.73999 4/1/2016 2065.300049 Page 1 qattachments_d3fbf786650b44eb2d7be538aaba963da7e308b7 5/2/2016 6/1/2016 7/1/2016 8/1/2016 9/1/2016 10/3/2016 11/1/2016 12/1/2016 2096.949951 2098.860107 2173.600098 2170.949951 2168.27002 2126.149902 2198.810059 2238.830078 Page 2 qattachments_d3fbf786650b44eb2d7be538aaba963da7e308b7 Date Adj Close 1/3/2012 1312.410034 2/1/2012 1365.680054 3/1/2012 1408.469971 4/2/2012 1397.910034 5/1/2012 1310.329956 6/1/2012 1362.160034 7/2/2012 1379.319946 8/1/2012 1406.579956 9/4/2012 1440.670044 10/1/2012 1412.160034 11/1/2012 1416.180054 12/3/2012 1426.189941 1/2/2013 1498.109985 2/1/2013 1514.680054 3/1/2013 1569.189941 4/1/2013 1597.569946 5/1/2013 1630.73999 6/3/2013 1606.280029 7/1/2013 1685.72998 8/1/2013 1632.969971 9/3/2013 1681.550049 10/1/2013 1756.540039 11/1/2013 1805.810059 12/2/2013 1848.359985 1/2/2014 1782.589966 2/3/2014 1859.449951 3/3/2014 1872.339966 4/1/2014 1883.949951 5/1/2014 1923.569946 6/2/2014 1960.22998 7/1/2014 1930.670044 8/1/2014 2003.369995 9/2/2014 1972.290039 10/1/2014 2018.050049 11/3/2014 2067.560059 12/1/2014 2058.899902 1/2/2015 1994.98999 2/2/2015 2104.5 3/2/2015 2067.889893 4/1/2015 2085.51001 5/1/2015 2107.389893 6/1/2015 2063.110107 7/1/2015 2103.840088 8/3/2015 1972.180054 9/1/2015 1920.030029 10/1/2015 2079.360107 11/2/2015 2080.409912 12/1/2015 2043.939941 1/4/2016 1940.23999 2/1/2016 1932.22998 3/1/2016 2059.73999 4/1/2016 2065.300049 Page 1 qattachments_d3fbf786650b44eb2d7be538aaba963da7e308b7 5/2/2016 6/1/2016 7/1/2016 8/1/2016 9/1/2016 10/3/2016 11/1/2016 12/1/2016 2096.949951 2098.860107 2173.600098 2170.949951 2168.27002 2126.149902 2198.810059 2238.830078 Page 2

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_2

Step: 3

blur-text-image_3

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 Management Core Concepts

Authors: Raymond Brooks

4th Edition

134730417, 134730410, 978-0134730417

More Books

Students also viewed these Finance questions

Question

13. Let X be exponential with mean 1/; that is, fX (x) = ex , 0 1].

Answered: 1 week ago