Question: Using the data shown in the table here, LOADING... , that contains historical monthly prices and dividends (paid at the end of the month) for
Using the data shown in the table here,
LOADING...
, that contains historical monthly prices and dividends (paid at the end of the month) for Ford Motor Company stock (Ticker: F) from August 1994 to August 1998, compute the:
a. Average monthly return over this period.
b. Monthly volatility (or standard deviation) over this period.
c. 95% confidence interval of the estimate of the average monthly return.
a. Average monthly return over this period.
The average monthly return is
enter your response here%.
(Round to two decimal places.)
TABLE
| Date | Stock Price | Dividend | Return (%) | 1+Rt | |
| Aug-94 | $29.250 | $0.000 | |||
| Sep-94 | $27.750 | $0.000 | 5.13 | 0.949 | |
| Oct-94 | $29.500 | $0.260 | 7.24 | 1.072 | |
| Nov-94 | $27.125 | $0.000 | 8.05 | 0.919 | |
| Dec-94 | $27.875 | $0.000 | 2.76 | 1.028 | |
| Jan-95 | $25.250 | $0.260 | 8.48 | 0.915 | |
| Feb-95 | $26.125 | $0.000 | 3.47 | 1.035 | |
| Mar-95 | $26.875 | $0.000 | 2.87 | 1.029 | |
| Apr-95 | $27.125 | $0.310 | 2.08 | 1.021 | |
| May-95 | $29.250 | $0.000 | 7.83 | 1.078 | |
| Jun-95 | $29.750 | $0.000 | 1.71 | 1.017 | |
| Jul-95 | $29.000 | $0.310 | 1.48 | 0.985 | |
| Aug-95 | $30.750 | $0.000 | 6.03 | 1.060 | |
| Sep-95 | $31.125 | $0.000 | 1.22 | 1.012 | |
| Oct-95 | $28.750 | $0.350 | 6.51 | 0.935 | |
| Nov-95 | $28.250 | $0.000 | 1.74 | 0.983 | |
| Dec-95 | $28.875 | $0.000 | 2.21 | 1.022 | |
| Jan-96 | $29.500 | $0.350 | 3.38 | 1.034 | |
| Feb-96 | $31.250 | $0.000 | 5.93 | 1.059 | |
| Mar-96 | $34.375 | $0.000 | 10.00 | 1.100 | |
| Apr-96 | $35.875 | $0.350 | 5.38 | 1.054 | |
| May-96 | $36.500 | $0.000 | 1.74 | 1.017 | |
| Jun-96 | $32.375 | $0.000 | 11.30 | 0.887 | |
| Jul-96 | $32.375 | $0.385 | 1.19 | 1.012 | |
| Aug-96 | $33.500 | $0.000 | 3.47 | 1.035 | |
| Sep-96 | $31.250 | $0.000 | 6.72 | 0.933 | |
| Oct-96 | $31.250 | $0.385 | 1.23 | 1.012 | |
| Nov-96 | $32.750 | $0.000 | 4.80 | 1.048 | |
| Dec-96 | $32.250 | $0.000 | 1.53 | 0.985 | |
| Jan-97 | $32.125 | $0.385 | 0.81 | 1.008 | |
| Feb-97 | $32.875 | $0.000 | 2.33 | 1.023 | |
| Mar-97 | $31.375 | $0.000 | 4.56 | 0.954 | |
| Apr-97 | $34.750 | $0.420 | 12.10 | 1.121 | |
| May-97 | $37.500 | $0.000 | 7.91 | 1.079 | |
| Jun-97 | $38.000 | $0.000 | 1.33 | 1.013 | |
| Jul-97 | $40.875 | $0.420 | 8.67 | 1.087 | |
| Aug-97 | $43.000 | $0.000 | 5.20 | 1.052 | |
| Sep-97 | $45.125 | $0.000 | 4.94 | 1.049 | |
| Oct-97 | $43.688 | $0.420 | 2.25 | 0.977 | |
| Nov-97 | $43.000 | $0.000 | 1.57 | 0.984 | |
| Dec-97 | $48.563 | $0.000 | 12.94 | 1.129 | |
| Jan-98 | $51.000 | $0.420 | 5.88 | 1.059 | |
| Feb-98 | $56.563 | $0.000 | 10.91 | 1.109 | |
| Mar-98 | $64.813 | $0.000 | 14.59 | 1.146 | |
| Apr-98 | $45.813 | $23.680 | 7.22 | 1.072 | |
| May-98 | $51.875 | $0.000 | 13.23 | 1.132 | |
| Jun-98 | $59.000 | $0.000 | 13.73 | 1.137 | |
| Jul-98 | $57.000 | $0.420 | 2.68 | 0.973 | |
| Aug-98 | $44.625 | $0.000 | 21.71 | 0.783 | |
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