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You are given the following information concerning a stock and the market: Returns Year Market Stock 2008 10 % 25 % 2009 12 28 2010
You are given the following information concerning a stock and the market: |
Returns | |||||
Year | Market | Stock | |||
2008 | 10 | % | 25 | % | |
2009 | 12 | 28 | |||
2010 | 13 | 4 | |||
2011 | 14 | 22 | |||
2012 | 37 | 16 | |||
2013 | 15 | 23 | |||
1. | Calculate the average return and standard deviation for the market and the stock. (Use excel to complete the problem. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) |
Market | Stock | |
Average return | % | % |
Standard deviation | % | % |
2. | Calculate the correlation between the stock and the market, as well as the stocks beta. (Use excel to complete the problem. Do not round intermediate calculations. Round your Correlation answer to 2 decimal places and Beta answer to 4 decimal places.) |
Correlation | |
Beta | |
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