you will find monthly returns for four stocks plus the FTSE All-share index (the market index)....

      

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you will find monthly returns for four stocks plus the FTSE All-share index (the market index). Calculate the standard deviation for the monthly return of each stock and the FTSE, and put the results in the following table. Standard Deviation Expected Return Sainsbury Reckitt Benckiser Rio Tinto Standard Life FTSE all share Beta Sainsbury Reckitt Benckiser Rio Tinto Apr-30-2018 29.39699025 -3.976711573 9.277208276 May-31-2018 3.009722367 1.034725069 7.450582781 Jun-30-2018 3.252492143 8.297171097 -0.919811435 Jul-31-2018 1.80572272 8.943740547 -0.107117603 Aug-31-2018 -0.856277084 -2.488343631 -10.61853616 Sep-30-2018 -0.740300636 6.967526605 6.039899259 Oct-31-2018 -3.29396546 -9.734892485 -1.971649761 Nov-30-2018 -1.023760434 2.826465795 -6.428287659 Dec-31-2018 -13.11477145 -7.662776422 4.804717878 Jan-31-2019 7.622665515 -2.494596044 12.2654156 Feb-28-2019 -19.70547184 -1.637386091 3.546270588 Mar-31-2019 2.925774511 10.6641228 10.78765466 Apr-30-2019 -5.600368476 -1.211905923 0.089666426 May-31-2019 -10.06738312 2.436663898 1.60134428 Jun-30-2019 1.907572251 -2.110900787 7.582938707 Jul-31-2019 0.357216572 2.542644466 -3.739371538 Aug-31-2019 -0.279663359 1.615362737 -7.87282092 Sep-30-2019 12.08565767 -0.859508073 1.433908103 Oct-31-2019 -7.415805379 -5.989912526 -4.632929667 Nov-30-2019 7.021545301 1.710261377 4.671152184 Dec-31-2019 7.279517679 1.038575354 7.176007481 Standard Life Aberdeen FTSE 5.519374422 5.99643 -4.05147387 2.289916 -7.075604723 -0.47252 -4.114221136 1.215149 3.863263541 -3.46008 -3.47114111 0.530089 -8.942288594 -5.41865 -1.885372073 -2.07183 -3.259257586 -3.87839 -1.986341392 4.096845 -1.947154849 1.651713 6.970619226 2.300819 11.43992232 2.254645 -4.159214138 -3.54262 10.21324421 3.389845 1.425688721 1.901621 -14.05465882 -4.37837 14.64099223 2.750249 6.19314122 -1.68116 4.415160055 1.834866 3.534241689 3.190305 Aug-31-2020 -1.789985666 -1.602797405 2.918953132 Sep-30-2020 3.890094645 Oct-31-2020 5.577364799 Nov-30-2020 10.24287377 Dec-31-2020 6.821411653 Jan-31-2021 8.381374723 0.665778961 0.442286707 -10.05291005 -6.411772434 -3.176470588 10.94790126 -0.637910085 13.15680595 -5.258330786 2.175503205 Feb-28-2021 -7.446808511 -3.194578896 10.69958806 Mar-07-2021 1.547303271 4.5 -0.939058467 -2.570343842 1.840933 -4.721753794 -1.80087 -0.663716814 -3.99063 20.66815145 12.42683 3.839055002 3.690829 7.394241024 -0.8631 2.879841112 1.660373 0.836550837 1.872791 you will find monthly returns for four stocks plus the FTSE All-share index (the market index). Calculate the standard deviation for the monthly return of each stock and the FTSE, and put the results in the following table. Standard Deviation Expected Return Sainsbury Reckitt Benckiser Rio Tinto Standard Life FTSE all share Beta Sainsbury Reckitt Benckiser Rio Tinto Apr-30-2018 29.39699025 -3.976711573 9.277208276 May-31-2018 3.009722367 1.034725069 7.450582781 Jun-30-2018 3.252492143 8.297171097 -0.919811435 Jul-31-2018 1.80572272 8.943740547 -0.107117603 Aug-31-2018 -0.856277084 -2.488343631 -10.61853616 Sep-30-2018 -0.740300636 6.967526605 6.039899259 Oct-31-2018 -3.29396546 -9.734892485 -1.971649761 Nov-30-2018 -1.023760434 2.826465795 -6.428287659 Dec-31-2018 -13.11477145 -7.662776422 4.804717878 Jan-31-2019 7.622665515 -2.494596044 12.2654156 Feb-28-2019 -19.70547184 -1.637386091 3.546270588 Mar-31-2019 2.925774511 10.6641228 10.78765466 Apr-30-2019 -5.600368476 -1.211905923 0.089666426 May-31-2019 -10.06738312 2.436663898 1.60134428 Jun-30-2019 1.907572251 -2.110900787 7.582938707 Jul-31-2019 0.357216572 2.542644466 -3.739371538 Aug-31-2019 -0.279663359 1.615362737 -7.87282092 Sep-30-2019 12.08565767 -0.859508073 1.433908103 Oct-31-2019 -7.415805379 -5.989912526 -4.632929667 Nov-30-2019 7.021545301 1.710261377 4.671152184 Dec-31-2019 7.279517679 1.038575354 7.176007481 Standard Life Aberdeen FTSE 5.519374422 5.99643 -4.05147387 2.289916 -7.075604723 -0.47252 -4.114221136 1.215149 3.863263541 -3.46008 -3.47114111 0.530089 -8.942288594 -5.41865 -1.885372073 -2.07183 -3.259257586 -3.87839 -1.986341392 4.096845 -1.947154849 1.651713 6.970619226 2.300819 11.43992232 2.254645 -4.159214138 -3.54262 10.21324421 3.389845 1.425688721 1.901621 -14.05465882 -4.37837 14.64099223 2.750249 6.19314122 -1.68116 4.415160055 1.834866 3.534241689 3.190305 Aug-31-2020 -1.789985666 -1.602797405 2.918953132 Sep-30-2020 3.890094645 Oct-31-2020 5.577364799 Nov-30-2020 10.24287377 Dec-31-2020 6.821411653 Jan-31-2021 8.381374723 0.665778961 0.442286707 -10.05291005 -6.411772434 -3.176470588 10.94790126 -0.637910085 13.15680595 -5.258330786 2.175503205 Feb-28-2021 -7.446808511 -3.194578896 10.69958806 Mar-07-2021 1.547303271 4.5 -0.939058467 -2.570343842 1.840933 -4.721753794 -1.80087 -0.663716814 -3.99063 20.66815145 12.42683 3.839055002 3.690829 7.394241024 -0.8631 2.879841112 1.660373 0.836550837 1.872791

Answer rating: 100% (QA)

To calculate the standard deviation of the monthly returns for each stock and the FTSE Allshare index you would apply the following steps for each col... View the full answer