# Returns - Mar-00-1.59 12.97 Apr-00-1.65-4.74 May-00 1.28 8.76 Jun-00 1.84 15.86 Jul-00-3.43-0.73 Aug-00 0.27 6.52 Sep-00 0.94 12.21 Oct-00 1.37

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Using Excel Chapter 11 Calculating the Correlation Between Two Sets of Returns Excess Returns Instructions Month Apple Jan-98 -1.60% 12.73% Choose Tools > Data Analysis > Correlation Feb-98 -2.07% -12.36% For the "Input Range" box, highlight the two colu Mar-98 3.62% 8.93% Click OK. Apr-98 -6.21% 2.39% May-98 -0.88% -4.14% The answer will appear in a new worksheet as th Jun-98 -7.26% -24.09% "column 1" and "column 2" as shown here. Jul-98 -7.93% -14.02% Aug-98 0.52% -3.48% Column 1 Column 2 Sep-98 -11.00% -1.82% Column 1 1 Oct-98 8.68% 10.71% Column 2 0.44 1 Nov-98 5.79% -3.65% Dec-98 -5.97% -7.65% Jan-99 -2.72% 0.11% Feb-99 -1.60% 4.43% Mar-99 0.88% -5.89% Apr-99 8.15% 0.47% May-99 5.18% 26.14% Jun-99 1.20% 6.11% Jul-99 1.69% 10.52% Aug-99 1.87% 7.18% Sep-99 -1.14% -8.44% Oct-99 5.58% 10.40% Nov-99 0.80% -8.73% Dec-99 5.17% 2.12% Jan-00 1.76% 5.49% Feb-00 1.31% 5.95%

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Unformatted text preview: Mar-00-1.59% 12.97% Apr-00-1.65%-4.74% May-00 1.28% 8.76% Jun-00 1.84% 15.86% Jul-00-3.43%-0.73% Aug-00 0.27% 6.52% Sep-00 0.94% 12.21% Oct-00 1.37% 35.07% Nov-00 3.86% 27.78% Dec-00 3.22%-4.13% Jan-01-2.64% 19.21% Feb-01 1.88% 16.45% Mar-01-2.00%-7.34% Apr-01-2.13%-13.70% May-01 2.94% 10.02% Jun-01-0.11%-7.67% Jul-01 3.44% 15.59% Aug-01-1.19% 9.66% Sep-01 0.53% 14.05% Oct-01-1.99% 7.11% Nov-01 3.47% 17.45% Dec-01-0.29% 5.67% Jan-02 2.29% 4.68% Feb-02-0.10%-9.67% Mar-02 0.88%-8.79% Apr-02 0.96% 11.85% May-02-3.26%-15.47% Jun-02-0.26%-4.58% Jul-02 0.21% 18.26% Aug-02 1.98%-0.56% Sep-02 2.19% 13.07% Oct-02 2.85% 4.92% Nov-02 1.50% 12.65% Dec-02 1.00%-7.84% umns of returns (C6:D65). he correlation between...
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## This note was uploaded on 05/10/2011 for the course STATS 202 taught by Professor Emil during the Spring '11 term at Aberystwyth University.

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Returns - Mar-00-1.59 12.97 Apr-00-1.65-4.74 May-00 1.28 8.76 Jun-00 1.84 15.86 Jul-00-3.43-0.73 Aug-00 0.27 6.52 Sep-00 0.94 12.21 Oct-00 1.37

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