What is the annualized idiosyncratic risk of stock 2? (Remember that you would need to multiply monthly
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What is the annualized idiosyncratic risk of stock 2? (Remember that you would need to multiply monthly values by to annualize them.)
Date | 1 | 2 | 3 | SPY | RF |
1-Jan-05 | 1.75291 | 35.8027 | 28.4107 | 83.3842 | 0.0016 |
1-Feb-05 | 2.21714 | 35.2629 | 34.8582 | 85.1272 | 0.0016 |
1-Mar-05 | 1.81715 | 34.238 | 32.9762 | 83.243 | 0.0021 |
1-Apr-05 | 1.67719 | 32.3037 | 31.5542 | 82.0043 | 0.0021 |
1-May-05 | 2.07259 | 32.3654 | 31.095 | 84.6469 | 0.0024 |
1-Jun-05 | 2.04353 | 33.1359 | 31.9596 | 84.4343 | 0.0023 |
1-Jul-05 | 2.06953 | 33.9265 | 32.6714 | 88.0187 | 0.0024 |
1-Aug-05 | 2.34639 | 30.9085 | 33.3109 | 87.1936 | 0.003 |
1-Sep-05 | 2.62171 | 30.22 | 35.5084 | 87.5208 | 0.0029 |
1-Oct-05 | 2.56588 | 32.6269 | 31.373 | 85.8146 | 0.0027 |
1-Nov-05 | 2.76473 | 33.4889 | 32.4292 | 89.5864 | 0.0031 |
Related Book For
Statistics For Business Decision Making And Analysis
ISBN: 9780321890269
2nd Edition
Authors: Robert Stine, Dean Foster
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