Use the following stock price data to calculate: (a) Return for SBUS over the period without...
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Use the following stock price data to calculate: (a) Return for SBUS over the period without dividends, and with dividends (b) Return for GOOG over the period (c) If you have 30% of your portfolio in SBUX and 70% in GOOG, what was the return on your portfolio? Note: calculate part c using the cumulative returns that automatically calculate in the spreadsheet Date 2011-11-14 2012-02-06 2012-05-07 2012-08-06 2012-12-13 SBUX Dividend Ret w/o div Ret w/div 43.64 48.29 55.48 43.48 53.18 Stock Golden Seas Jacobs MAG PDJB 43 0 0.17 0.17 0.17 0.21 5 1 1.25 Cumul. Ret 0.0000 30 10 GOOG 613.00 609.09 607.55 642.82 659.05 #3 A portfolio consists of the following four stocks, calculate the portfolio weights in each stock. shares Share price (million) Weight 13 22 Dividend 0 0 0 0 0 Cumul. Ret Ret 0.0000 Portfolio return: The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2010. Using these data, calculate the average monthly return and volatility for each stock. Then calculate the average return and volatility of a portfolio that is 55% invested in Cola Co. stock and 45% invested in Gas Co. Date Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Average return Volatility (standard Deviation) Realized Returns Cola Co -10.84% 2.36% 6.60% 2.01% 18.36% -1.22% 2.25% -6.89% -6.04% 13.61% 3.51% 0.54% Gas Co. -6.00% 1.28% -1.86% -1.90% 7.40% -0.26% 8.36% -2.46% -2.00% 0.00% 4.68% 2.22% Portfolio of 55% Cola and 45% Gas The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2010. (You do NOT need to fill out the empty cells here again). Date Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Average return Volatility Realized Returns Cola Co Gas Co. -10.84% -6.00% 2.36% 1.28% 6.60% -1.86% 2.01% -1.90% 18.36% 7.40% -1.22% -0.26% 2.25% 8.36% -6.89% -2.46% -6.04% -2.00% 13.61% 0.00% 3.51% 4.68% 0.54% 2.22% Portfolio of 55% Cola and 45% Gas Part I: calculate the correlation coefficient between Cola and Gas? Use the following stock price data to calculate: (a) Return for SBUS over the period without dividends, and with dividends (b) Return for GOOG over the period (c) If you have 30% of your portfolio in SBUX and 70% in GOOG, what was the return on your portfolio? Note: calculate part c using the cumulative returns that automatically calculate in the spreadsheet Date 2011-11-14 2012-02-06 2012-05-07 2012-08-06 2012-12-13 SBUX Dividend Ret w/o div Ret w/div 43.64 48.29 55.48 43.48 53.18 Stock Golden Seas Jacobs MAG PDJB 43 0 0.17 0.17 0.17 0.21 5 1 1.25 Cumul. Ret 0.0000 30 10 GOOG 613.00 609.09 607.55 642.82 659.05 #3 A portfolio consists of the following four stocks, calculate the portfolio weights in each stock. shares Share price (million) Weight 13 22 Dividend 0 0 0 0 0 Cumul. Ret Ret 0.0000 Portfolio return: The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2010. Using these data, calculate the average monthly return and volatility for each stock. Then calculate the average return and volatility of a portfolio that is 55% invested in Cola Co. stock and 45% invested in Gas Co. Date Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Average return Volatility (standard Deviation) Realized Returns Cola Co -10.84% 2.36% 6.60% 2.01% 18.36% -1.22% 2.25% -6.89% -6.04% 13.61% 3.51% 0.54% Gas Co. -6.00% 1.28% -1.86% -1.90% 7.40% -0.26% 8.36% -2.46% -2.00% 0.00% 4.68% 2.22% Portfolio of 55% Cola and 45% Gas The following spreadsheet contains monthly returns for Cola Co. and Gas Co. for 2010. (You do NOT need to fill out the empty cells here again). Date Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Average return Volatility Realized Returns Cola Co Gas Co. -10.84% -6.00% 2.36% 1.28% 6.60% -1.86% 2.01% -1.90% 18.36% 7.40% -1.22% -0.26% 2.25% 8.36% -6.89% -2.46% -6.04% -2.00% 13.61% 0.00% 3.51% 4.68% 0.54% 2.22% Portfolio of 55% Cola and 45% Gas Part I: calculate the correlation coefficient between Cola and Gas?
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Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
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