Discussion Session 8 - Stock Returns - Solutions

Discussion Session 8 - Stock Returns - Solutions - Sheet1...

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Unformatted text preview: Sheet1 Page 1 Date Safeway Whole Foods Price: Pit Return: Rit Ri-Rit (Ri-Rit)^2 Price: Pjt Return: Rjt Rj-Rjt (Rj-Rjt)^2 1992-01-02 4.35 2.69 1992-02-03 4.55 4.60%-0.035 0.001 3.44 27.88%-0.259 0.067 1992-03-02 3.71-18.46% 0.196 0.038 3.38-1.74% 0.038 0.001 1992-04-01 3.62-2.43% 0.035 0.001 2.84-15.98% 0.180 0.032 1992-05-01 3.30-8.84% 0.099 0.010 2.61-8.10% 0.101 0.010 1992-06-01 2.83-14.24% 0.153 0.024 2.58-1.15% 0.032 0.001 1992-07-01 3.03 7.07%-0.060 0.004 2.52-2.33% 0.043 0.002 1992-08-03 2.45-19.14% 0.202 0.041 2.39-5.16% 0.072 0.005 1992-09-01 2.39-2.45% 0.035 0.001 2.06-13.81% 0.158 0.025 1992-10-01 2.71 13.39%-0.123 0.015 2.78 34.95%-0.329 0.109 1992-11-02 3.53 30.26%-0.292 0.085 3.29 18.35%-0.163 0.027 1992-12-01 3.03-14.16% 0.153 0.023 3.35 1.82% 0.002 0.000 1993-01-04 3.24 6.93%-0.058 0.003 3.32-0.90% 0.029 0.001 1993-02-01 2.71-16.36% 0.174 0.030 3.29-0.90% 0.029 0.001 1993-03-01 3.30 21.77%-0.207 0.043 3.98 20.97%-0.190 0.036 1993-04-01 3.53 6.97%-0.059 0.003 4.01 0.75% 0.013 0.000 1993-05-03 3.73 5.67%-0.046 0.002 4.55 13.47%-0.115 0.013 1993-06-01 3.56-4.56% 0.056 0.003 5.04 10.77%-0.088 0.008 1993-07-01 4.14 16.29%-0.152 0.023 4.78-5.16% 0.072 0.005 1993-08-02 4.40 6.28%-0.052 0.003 5.16 7.95%-0.059 0.004 1993-09-01 4.38-0.45% 0.015 0.000 4.53-12.21% 0.142 0.020 1993-10-01 5.08 15.98%-0.149 0.022 4.75 4.86%-0.029 0.001 1993-11-01 4.43-12.80% 0.139 0.019 4.70-1.05% 0.031 0.001 1993-12-01 4.96 11.96%-0.109 0.012 5.16 9.79%-0.078 0.006 1994-01-03 4.78-3.63% 0.047 0.002 5.27 2.13%-0.001 0.000 1994-02-01 5.78 20.92%-0.198 0.039 4.41-16.32% 0.183 0.034 1994-03-01 5.57-3.63% 0.047 0.002 4.30-2.49% 0.045 0.002 1994-04-04 5.80 4.13%-0.030 0.001 3.95-8.14% 0.101 0.010 1994-05-02 5.37-7.41% 0.085 0.007 3.44-12.91% 0.149 0.022 1994-06-01 5.54 3.17%-0.021 0.000 3.55 3.20%-0.012 0.000 1994-07-01 5.78 4.33%-0.032 0.001 4.24 19.44%-0.174 0.030 1994-08-01 6.39 10.55%-0.095 0.009 3.44-18.87% 0.209 0.044 1994-09-01 6.85 7.20%-0.061 0.004 3.44 0.00% 0.020 0.000 1994-10-03 6.88 0.44% 0.007 0.000 3.55 3.20%-0.012 0.000 1994-11-01 7.12 3.49%-0.024 0.001 3.49-1.69% 0.037 0.001 1994-12-01 7.44 4.49%-0.034 0.001 2.35-32.66% 0.347 0.120 1995-01-03 7.50 0.81% 0.003 0.000 2.66 13.19%-0.112 0.013 1995-02-01 8.37 11.60%-0.105 0.011 3.09 16.17%-0.142 0.020 1995-03-01 8.08-3.46% 0.046 0.002 2.66-13.92% 0.159 0.025 1995-04-03 8.75 8.29%-0.072 0.005 2.72 2.26%-0.002 0.000 1995-05-01 8.52-2.63% 0.037 0.001 3.29 20.96%-0.189 0.036 1995-06-01 8.72 2.35%-0.013 0.000 3.49 6.08%-0.041 0.002 1995-07-03 8.96 2.75%-0.017 0.000 3.49 0.00% 0.020 0.000 1995-08-01 9.19 2.57%-0.015 0.000 2.79-20.06% 0.221 0.049 1995-09-01 9.74 5.98%-0.049 0.002 3.01 7.89%-0.059 0.003 1995-10-02 11.03 13.24%-0.122 0.015 2.81-6.64% 0.087 0.007 1995-11-01 10.85-1.63% 0.027 0.001 3.32 18.15%-0.161 0.026 1995-12-01 12.02 10.78%-0.097 0.009 3.18-4.22% 0.062 0.004 1996-01-02 11.90-1.00% 0.021 0.000 3.41 7.23%-0.052 0.003 1996-02-01 13.94 17.14%-0.161 0.026 3.75 9.97%-0.080 0.006 Sheet1 Page 2 1996-03-01...
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This note was uploaded on 11/17/2010 for the course UGBA 103 taught by Professor Berk during the Fall '07 term at Berkeley.

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Discussion Session 8 - Stock Returns - Solutions - Sheet1...

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