Calculate each stock’s average monthly return, its return variance and standard deviation and beta over the period 07/2015 to 05/2020, using the price information of the FTSE All Share Index as a proxy for market portfolio. Summarize your results in a table, and briefly describe how these are calculated.
Answer ALL the questions. You are given price information on 10 stocks, the FTSE All Share Index, and risk-free rate (UK T-bill rate) from 07/2015 to 05/2020. (a)Calculate each stock’s average monthly return, its return variance and standard deviation and beta over the period 07/2015 to 05/2020, using the price information of the FTSE All […]