Question: compute the standard deviation / volatility, the beta and the correlation for below example. Can you please explain how to solve this problem? Month Dec

compute the standard deviation / volatility, the beta and the correlation for below example. Can you please explain how to solve this problem?

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Month Dec 07 07 Oct 07 Sep 07 Aug 07 Jul 07 Market return Vola (monthly) Vola (Annualised) Beta Correlation Brealey Myers Marcus, 6th ed, p342 % -0,86 -4,40 1,48 3,58 1,29 -3,20 Ford Motor Co Stock price change % -10,39 -15,33 4,48 8,71 -8,23 -9,66

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