a. Using the adjusted close, calculate the ex-post returns for stock A for each period:

Question 1. (27 marks) You have been following the prices of Stock A and recording the following information: Adj Date Open High Low Close Dividend Volume Close* 01-Jul-20 62.50 62.50 61.35 61.75 61.75 0.625 27,454,900 01-Jun-20 62.90 64.35 61.32 61.90 61.28 35,919,800 01-May-20 63.37 64.69 61.33 62.71 62.09 31,563,300 01-Apr-20 61.61 64.40 60.78 63.38 62.75 0.625 28,179,500 01-Mar-20 61.41 62.80 60.54 61.37 60.15 43,585,500 01-Feb-20 61.55 62.88 60.35 61.06 59.85 34,410,600 01-Jan-20 60.83 65.24 60.28 61.39 60.17 1.130 30,801,200 01-Dec-19 61.00 62.84 58.12 60.54 58.25 35,638,500 01-Nov-19 60.91 61.73 57.36 60.33 58.05 58,022,600 01-Oct-19 62.52 63.00 60.11 60.72 58.42 0.565 21,743,700 01-Sep-19 59.51 63.41 58.98 62.31 59.41 0.565 30,764,200 01-Aug-19 60.09 62.44 58.76 59.47 56.17 30,263,900 01-Jul-19 59.06 61.44 58.15 60.54 57.18 43,506,900 J* Remember to show all of your work * a. Using the adjusted close, calculate the ex-post returns for stock A for each period. (6 marks) b. Calculated the arithmetic mean for stock A. (2 marks) C. Calculate the geometric mean for stock A. (3 marks) d. Calculate the standard deviation or the risk associated with stock A. (3 marks) 2009