Highlights
Tasks
Each team is required to make the following calculations using the statistical functions on Excel:
1. Convert the price data into returns on a month to month basis. You should have 23 returns for the market and the two shares after you complete this process.
2. Mean (expected) return and standard deviation for the stock market and the two companies.
3. The coefficient of variation for the market and the two companies.
4. The correlation coefficient between Dua Ltd and Dinger Ltd.
5. The standard deviation of returns for a portfolio consisting of Dua Ltd and Dinger Ltd (assume equal weightings).
6. Beta coefficient calculation for both Dua Ltd and Dinger Ltd.
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