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The Stock Data below contains monthly data for several stocks and the S&P 500 Index (i.e., the market). Compute the average monthly return for INTC

TheStock Data belowcontains monthly data for several stocks and the S&P 500 Index (i.e., the market).

  1. Compute the average monthly return for INTC and the S&P 500.
  2. Compute the annualized return on a Simple Basis for INTC and the S&P 500.
  3. Compute the annual variance and the annual standard deviation for INTC and the S&P 500.
  4. Compute the annual variance and the annual standard deviation for a stock if the stock's quarterly variance is 3%.
Monthly Return Data for Several Stocks and the S & P 500
Month Eating Dell INTC MSFT NT PFE S&P 500
1 -2.90% -9.51% 1.94% -16.18% -3.23% 4.31% 2.40%
2 4.79% 10.51% 10.47% 12.03% 16.66% 7.61% 5.20%
3 2.91% 7.93% 12.07% 8.29% -0.72% -0.56% 4.00%
4 4.25% -7.34% -10.77% -12.40% 2.16% -5.94% -0.50%
5 5.30% -14.27% 5.18% 3.30% 13.38% 14.35% 9.00%
6 -0.88% 3.70% -1.64% 7.31% 10.56% 6.54% 1.90%
7 3.54% 1.78% 7.50% 16.59% -3.93% -0.90% -0.40%
8 3.76% -15.77% 4.65% 19.34% 5.85% -1.45% -2.30%
9 2.94% -4.16% 2.96% 6.42% -2.76% 10.47% 2.10%
10 2.86% -4.34% -0.72% 0.00% 5.11% -6.24% 2.40%
11 -0.86% -15.88% 14.50% 6.32% 1.08% -1.44% -6.70%
12 0.41% 35.06% 1.90% 6.76% 3.74% -13.12% 1.30%
13 -2.85% 21.97% 3.73% 12.15% 2.06% 2.76% 2.60%
14 -3.05% 11.46% -5.39% 4.74% -4.55% -6.39% -2.50%
15 4.85% 29.49% 22.15% 25.86% 17.46% 17.24% 9.80%
16 1.26% 14.75% -2.59% 4.11% -0.45% -2.66% -0.70%
17 5.82% -6.92% -5.32% -12.50% -1.81% 18.13% -0.30%
18 -7.20% 0.00% -24.99% -7.52% -11.98% -5.49% -9.00%
19 -0.86% -25.57% -0.38% 2.44% -2.09% -0.53% -4.90%
20 5.10% 21.51% 0.75% 1.19% 12.84% 3.01% -0.40%
21 1.69% 23.49% 11.94% 13.33% -2.37% 11.90% 6.40%
22 -0.83% 40.97% 2.66% 4.16% 9.71% 0.00% 2.70%
23 0.86% 22.31% 18.83% 30.40% -1.77% 11.30% 4.40%
24 4.66% 11.58% 4.37% 5.73% 5.86% 17.59% 7.20%
25 4.45% 12.89% -2.10% 2.29% 6.81% 1.90% 2.40%
26 0.34% -17.99% 5.35% -6.71% 11.55% 1.87% 0.30%
27 0.00% 5.87% 13.20% 10.86% 7.14% 8.65% 4.30%
28 1.18% -1.01% -16.59% -6.89% -2.67% -5.73% -4.60%
29 6.25% 17.36% 1.08% 7.89% 8.90% 11.49% 4.70%
30 0.37% 13.46% 5.32% 15.99% 0.31% 6.43% 2.40%
31 5.95% 2.32% -14.65% 4.40% -1.57% -0.57% -1.60%
32 0.00% -25.48% -3.83% 5.48% 6.69% 9.98% 1.30%
33 6.43% -5.52% 0.91% 3.59% 4.18% -6.88% -4.00%
34 7.72% 9.03% 19.51% 14.40% 3.15% 26.55% 11.40%
35 -6.22% 24.39% 22.21% 8.09% 3.89% -13.09% -1.90%

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