Date Open High Low Close Adj Close Volume

6/30/16 null null null null null null

7/31/16 75.669998 80.690002 71.809998 75.690002 71.212059 6606842

8/31/16 75.089996 75.580002 69.5 70.32 66.497955 5004121

9/30/16 70.389999 73.059998 63.099998 64.25 60.757874 5946829

10/31/16 64.239998 75 58 67.779999 64.096001 8603843

11/30/16 67.970001 69.199997 61.700001 64.989998 61.457653 4938645

12/31/16 64.989998 66.790001 59.299999 59.450001 56.218769 4544351

1/31/17 59.5 64.160004 52.18 55.700001 52.672592 13513626

2/28/17 55.799999 59.240002 53.200001 58.119999 55.448921 6858382

3/31/17 57.59 62.52 56.849998 61.119999 58.311043 5826693

4/30/17 61 67.050003 56.84 57.470001 54.828793 7581014

5/31/17 57.169998 58.345001 51.900002 52.080002 49.686504 10083185

6/30/17 51.77 58.119999 50.689999 53.310001 50.859974 7717777

7/31/17 53.099998 53.98 39.5 43.150002 41.166912 15151436

8/31/17 43 46.279999 40.049999 45.82 44.155064 10716751

9/30/17 46.07 50.060001 45.029999 46.59 44.897087 9380190

10/31/17 46.299999 48.860001 43.66 47 45.292187 8919501

11/30/17 46.32 47.82 42.360001 46.700001 45.003086 6000703

12/31/17 46.700001 48.389999 44.689999 47.990002 46.24622 5111807

1/31/18 48.189999 49.884998 38.400002 39.389999 37.958706 16197289

2/28/18 39.02 44.43 38.110001 41.73 40.75428 10530431

3/31/18 41.73 43.889999 38.509998 42.169998 41.18399 8084388

4/30/18 42.099998 50 41.43 49.23 48.078915 8084388

5/31/18 50.189999 54.939999 49.720001 52.220001 50.999004 8084388

6/30/18 52.200001 54.099998 46.599998 49.950001 48.782085 8084388

Retrieve the historical monthly stock prices over the last 3 years. (After your enter your company's name, go to Historical Data, define the Time period, define Frequency, click on Apply, and Download. In your excel sheet, only keep the "Adj Close" as your stock price for subsequent work). 1. Calculate the average return over the last 3 years. (3 points) 2. Calculate the standard deviation of your company's returns over the last 3 years. (3 points) 3. Assuming that S&P 500 index (Symbol: GSPC) proxies for the market portfolio: a. Calculate the average market return over the last 3 years. (3 points) b. Calculate the market standard deviation over the last 3 years. (3 points) c. Characterize your company's return and volatility to the market return and volatility. Plot (line plot) both returns in the same graph over time to show volatility. (4 points) d. Plot (scatter plot) the monthly returns of your company against the market returns and show the fitted line and equation. (2 points)