Question: Use EXCEL formula to complete the question 1.What is standard deviation of weekly returns for the S&P 500? 2.What is the beta of the stock

 Use EXCEL formula to complete the question 1.What is standard deviation

Use EXCEL formula to complete the question

1.What is standard deviation of weekly returns for the S&P 500?

2.What is the beta of the stock (not the S&P 500)?

3.Assume the risk-free rate (Treasury bill yield) was and is 2%. What was the (annualized) Sharpe ratio of the stock?

Hint: Use the annualized return and standard deviation. The variance of returns over N weeks is N times the weekly variance. The standard deviation of returns over N weeks is N0.5 times the weekly standard deviation.

\begin{tabular}{|c|c|r|r|l|} \hline & A & B & \multicolumn{1}{|c|}{ C } & D \\ \hline 1 & Week & Stock & S\&P 500 & \\ \hline 2 & 0 & 36.07 & 2,630 & \\ \hline 3 & 1 & 36.71 & 2,572 & \\ \hline 4 & 2 & 39.64 & 2,590 & \\ \hline 5 & 3 & 39.01 & 2,623 & \\ \hline 6 & 4 & 36.73 & 2,676 & \\ \hline 7 & 5 & 39.03 & 2,602 & \\ \hline 8 & 6 & 40.8 & 2,689 & \\ \hline 9 & 7 & 36.01 & 2,628 & \\ \hline 10 & 8 & 36.34 & 2,726 & \\ \hline 11 & 9 & 37.22 & 2,879 & \\ \hline 12 & 10 & 38.39 & 2,842 & \\ \hline 13 & Sum & 415.95 & 29,457 & = SUM(C2:C12) \\ \hline \end{tabular}

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