Homework Help is Here – Start Your Trial Now!
Business
Finance
sheet 3, use information to complete sheet 4 & 5 Date Closing Market Index value Closing Price for GOOG Closing Price for NFLX       2/1/2017 2278.87 823.21 142.13   GOOG is Google 3/1/2017 2363.64 829.56 147.81   NFLX is Netflix 4/1/2017 2362.72 905.96 152.20       5/1/2017 2384.20 964.86 163.07       6/1/2017 2411.80 908.73 149.41       7/1/2017 2423.41 930.50 181.66       8/1/2017 2470.30 939.33 174.71       9/1/2017 2471.65 959.11 181.35       10/1/2017 2519.36 1016.64 196.43       11/1/2017 2575.26 1021.41 187.58       12/1/2017 2647.58 1046.40 191.96       1/1/2018 2673.61 1169.94 270.30       2/1/2018 2823.81 1104.73 291.38       3/1/2018 2713.83 1031.79 295.35       4/1/2018 2640.87 1017.33 312.46       5/1/2018 2648.05 1084.99 351.60       6/1/2018 2705.27 1115.65 391.43       7/1/2018 2718.37 1217.26 337.45       8/1/2018 2816.29 1218.19 367.68       9/1/2018 2901.52 1193.47 374.13       10/1/2018 2913.98 1076.77 301.78       11/1/2018 2711.74 1094.43 286.13       12/1/2018 2760.17 1035.61 267.66       1/1/2019 2506.85 1116.37 339.50       2/1/2019 2704.10 1119.92 358.10       3/1/2019 2784.49 1173.31 356.56       4/1/2019 2834.40 1188.48 370.54       5/1/2019 2945.83 1103.63 343.28       6/1/2019 2752.06 1080.91 367.32       7/1/2019 2941.76 1216.68 322.99       8/1/2019 2980.38 1188.10 293.75       9/1/2019 2926.46 1219.00 267.62       10/1/2019 2976.74 1260.11 287.41       11/1/2019 3037.56 1304.96 314.66       12/1/2019 3140.98 1337.02 323.57       1/1/2020 3230.78 1434.23 345.09       SHEET 4 sheet 5 Date GOOG Return NFLX Return Market Return Risk-Free Return   GOOG Excess Return* NFLX Excess Return* Market Excess Return* 3/1/2017       0.0050         4/1/2017       0.0050         5/1/2017       0.0050         6/1/2017       0.0050         7/1/2017       0.0050         8/1/2017       0.0050         9/1/2017       0.0050         10/1/2017       0.0050         11/1/2017       0.0050         12/1/2017       0.0050         1/1/2018       0.0050         2/1/2018       0.0050         3/1/2018       0.0050         4/1/2018       0.0050         5/1/2018       0.0050         6/1/2018       0.0050         7/1/2018       0.0050         8/1/2018       0.0050         9/1/2018       0.0050         10/1/2018       0.0050         11/1/2018       0.0050         12/1/2018       0.0050         1/1/2019       0.0050         2/1/2019       0.0050         3/1/2019       0.0050         4/1/2019       0.0050         5/1/2019       0.0050         6/1/2019       0.0050         7/1/2019       0.0050         8/1/2019       0.0050         9/1/2019       0.0050         10/1/2019       0.0050         11/1/2019       0.0050         12/1/2019       0.0050         1/1/2020       0.0050                 SECTION 3  Average Excess Return               Std. Deviation of Return               Beta               Covariance**       Portfolio   SECTION 4  SECTION 5  SECTION 6  SECTION 7  Weight on GOOG Weight on NFLX Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive 0 1         0.1 0.9         0.2 0.8         0.3 0.7         0.4 0.6         0.5 0.5         0.6 0.4         0.7 0.3         0.8 0.2         0.9 0.1         1 0

sheet 3, use information to complete sheet 4 & 5 Date Closing Market Index value Closing Price for GOOG Closing Price for NFLX       2/1/2017 2278.87 823.21 142.13   GOOG is Google 3/1/2017 2363.64 829.56 147.81   NFLX is Netflix 4/1/2017 2362.72 905.96 152.20       5/1/2017 2384.20 964.86 163.07       6/1/2017 2411.80 908.73 149.41       7/1/2017 2423.41 930.50 181.66       8/1/2017 2470.30 939.33 174.71       9/1/2017 2471.65 959.11 181.35       10/1/2017 2519.36 1016.64 196.43       11/1/2017 2575.26 1021.41 187.58       12/1/2017 2647.58 1046.40 191.96       1/1/2018 2673.61 1169.94 270.30       2/1/2018 2823.81 1104.73 291.38       3/1/2018 2713.83 1031.79 295.35       4/1/2018 2640.87 1017.33 312.46       5/1/2018 2648.05 1084.99 351.60       6/1/2018 2705.27 1115.65 391.43       7/1/2018 2718.37 1217.26 337.45       8/1/2018 2816.29 1218.19 367.68       9/1/2018 2901.52 1193.47 374.13       10/1/2018 2913.98 1076.77 301.78       11/1/2018 2711.74 1094.43 286.13       12/1/2018 2760.17 1035.61 267.66       1/1/2019 2506.85 1116.37 339.50       2/1/2019 2704.10 1119.92 358.10       3/1/2019 2784.49 1173.31 356.56       4/1/2019 2834.40 1188.48 370.54       5/1/2019 2945.83 1103.63 343.28       6/1/2019 2752.06 1080.91 367.32       7/1/2019 2941.76 1216.68 322.99       8/1/2019 2980.38 1188.10 293.75       9/1/2019 2926.46 1219.00 267.62       10/1/2019 2976.74 1260.11 287.41       11/1/2019 3037.56 1304.96 314.66       12/1/2019 3140.98 1337.02 323.57       1/1/2020 3230.78 1434.23 345.09       SHEET 4 sheet 5 Date GOOG Return NFLX Return Market Return Risk-Free Return   GOOG Excess Return* NFLX Excess Return* Market Excess Return* 3/1/2017       0.0050         4/1/2017       0.0050         5/1/2017       0.0050         6/1/2017       0.0050         7/1/2017       0.0050         8/1/2017       0.0050         9/1/2017       0.0050         10/1/2017       0.0050         11/1/2017       0.0050         12/1/2017       0.0050         1/1/2018       0.0050         2/1/2018       0.0050         3/1/2018       0.0050         4/1/2018       0.0050         5/1/2018       0.0050         6/1/2018       0.0050         7/1/2018       0.0050         8/1/2018       0.0050         9/1/2018       0.0050         10/1/2018       0.0050         11/1/2018       0.0050         12/1/2018       0.0050         1/1/2019       0.0050         2/1/2019       0.0050         3/1/2019       0.0050         4/1/2019       0.0050         5/1/2019       0.0050         6/1/2019       0.0050         7/1/2019       0.0050         8/1/2019       0.0050         9/1/2019       0.0050         10/1/2019       0.0050         11/1/2019       0.0050         12/1/2019       0.0050         1/1/2020       0.0050                 SECTION 3  Average Excess Return               Std. Deviation of Return               Beta               Covariance**       Portfolio   SECTION 4  SECTION 5  SECTION 6  SECTION 7  Weight on GOOG Weight on NFLX Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive 0 1         0.1 0.9         0.2 0.8         0.3 0.7         0.4 0.6         0.5 0.5         0.6 0.4         0.7 0.3         0.8 0.2         0.9 0.1         1 0

Essentials Of Investments
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
See similar textbooks
icon
Related questions
Question

sheet 3, use information to complete sheet 4 & 5

Date Closing Market Index value Closing Price for GOOG Closing Price for NFLX      
2/1/2017 2278.87 823.21 142.13   GOOG is Google
3/1/2017 2363.64 829.56 147.81   NFLX is Netflix
4/1/2017 2362.72 905.96 152.20      
5/1/2017 2384.20 964.86 163.07      
6/1/2017 2411.80 908.73 149.41      
7/1/2017 2423.41 930.50 181.66      
8/1/2017 2470.30 939.33 174.71      
9/1/2017 2471.65 959.11 181.35      
10/1/2017 2519.36 1016.64 196.43      
11/1/2017 2575.26 1021.41 187.58      
12/1/2017 2647.58 1046.40 191.96      
1/1/2018 2673.61 1169.94 270.30      
2/1/2018 2823.81 1104.73 291.38      
3/1/2018 2713.83 1031.79 295.35      
4/1/2018 2640.87 1017.33 312.46      
5/1/2018 2648.05 1084.99 351.60      
6/1/2018 2705.27 1115.65 391.43      
7/1/2018 2718.37 1217.26 337.45      
8/1/2018 2816.29 1218.19 367.68      
9/1/2018 2901.52 1193.47 374.13      
10/1/2018 2913.98 1076.77 301.78      
11/1/2018 2711.74 1094.43 286.13      
12/1/2018 2760.17 1035.61 267.66      
1/1/2019 2506.85 1116.37 339.50      
2/1/2019 2704.10 1119.92 358.10      
3/1/2019 2784.49 1173.31 356.56      
4/1/2019 2834.40 1188.48 370.54      
5/1/2019 2945.83 1103.63 343.28      
6/1/2019 2752.06 1080.91 367.32      
7/1/2019 2941.76 1216.68 322.99      
8/1/2019 2980.38 1188.10 293.75      
9/1/2019 2926.46 1219.00 267.62      
10/1/2019 2976.74 1260.11 287.41      
11/1/2019 3037.56 1304.96 314.66      
12/1/2019 3140.98 1337.02 323.57      
1/1/2020 3230.78 1434.23 345.09      

SHEET 4

sheet 5

Date GOOG Return NFLX Return Market Return Risk-Free Return   GOOG Excess Return* NFLX Excess Return* Market Excess Return*
3/1/2017       0.0050        
4/1/2017       0.0050        
5/1/2017       0.0050        
6/1/2017       0.0050        
7/1/2017       0.0050        
8/1/2017       0.0050        
9/1/2017       0.0050        
10/1/2017       0.0050        
11/1/2017       0.0050        
12/1/2017       0.0050        
1/1/2018       0.0050        
2/1/2018       0.0050        
3/1/2018       0.0050        
4/1/2018       0.0050        
5/1/2018       0.0050        
6/1/2018       0.0050        
7/1/2018       0.0050        
8/1/2018       0.0050        
9/1/2018       0.0050        
10/1/2018       0.0050        
11/1/2018       0.0050        
12/1/2018       0.0050        
1/1/2019       0.0050        
2/1/2019       0.0050        
3/1/2019       0.0050        
4/1/2019       0.0050        
5/1/2019       0.0050        
6/1/2019       0.0050        
7/1/2019       0.0050        
8/1/2019       0.0050        
9/1/2019       0.0050        
10/1/2019       0.0050        
11/1/2019       0.0050        
12/1/2019       0.0050        
1/1/2020       0.0050        
        SECTION 3  Average Excess Return      
        Std. Deviation of Return      
        Beta      
        Covariance**      
Portfolio   SECTION 4  SECTION 5  SECTION 6  SECTION 7 
Weight on GOOG Weight on NFLX Portfolio Return Portfolio Beta Portfolio Standard Deviation**** Portfolio Nature: Defensive/Aggressive
0 1        
0.1 0.9        
0.2 0.8        
0.3 0.7        
0.4 0.6        
0.5 0.5        
0.6 0.4        
0.7 0.3        
0.8 0.2        
0.9 0.1        
1 0        

 

 

Closing Price for Closing Price for Monthly Retum for Date GOOG GOOG NFLX Monthly Return for NFLX Closing Market Index value Monthly Market Return 2/1/2017 823.21 142.13 2278.87 3/1/2017 829.56 147.81 2363.54 4/1/2017 905.96 152.20 2362.72 5/1/2017 964.86 163.07 2384.20 6/1/2017 908.73 149.41 2411.80 7/1/2017 930.50 181.66 2423 .41 8/1/2017 939.33 174.71 2470.30 9/1/2017 959.11 181.35 2471.65 10/1/2017 1016.64 196.43 2519.36 11/1/2017 1021.41 187.58 2575.26 12/1/2017 1046.40 191.95 2647.58 1/1/2018 1169.94 270.30 2673.61 2/1/2018 1104.73 291.38 2823.81 3/1/2018 1031.79 295.35 2713.83 4/1/2018 1017.33 312.46 2640.87 5/1/2018 1084.99 351.60 2648.05 6/1/2018 1115.65 391.43 2705.27 7/1/2018 1217.26 33745 2718.37 8/1/2018 1218.19 367.68 2816.29 9/1/2018 1193.47 374.13 2901.52 10/1/2018 1076.77 301.78 2913.98 11/1/2018 1094.43 286.13 2711.74 12/1/2018 1035.61 267.66 2760.17 1/1/2019 1116.37 339.50 2506.85 2/1/2019 1119.92 358.10 2704.10 3/1/2019 1173.31 356.56 2784.49 4/1/2019 1188.48 370.54 2834 40 5/1/2019 1103.63 343.28 2945.83 6/1/2019 1080.91 367.32 2752.06 7/1/2019 1216.68 322.99 2941.76 8/1/2019 118B.10 293.75 2980.38 9/1/2019 1219.00 267.62 2926 46 10/1/2019 1260.11 28741 2976.74 11/1/2019 1304.96 314.66 3037.56 12/1/2019 1337.02 323.57 3140.98 1/1/2020 1434,23 345.09 3230.78
Transcribed Image Text:Closing Price for Closing Price for Monthly Retum for Date GOOG GOOG NFLX Monthly Return for NFLX Closing Market Index value Monthly Market Return 2/1/2017 823.21 142.13 2278.87 3/1/2017 829.56 147.81 2363.54 4/1/2017 905.96 152.20 2362.72 5/1/2017 964.86 163.07 2384.20 6/1/2017 908.73 149.41 2411.80 7/1/2017 930.50 181.66 2423 .41 8/1/2017 939.33 174.71 2470.30 9/1/2017 959.11 181.35 2471.65 10/1/2017 1016.64 196.43 2519.36 11/1/2017 1021.41 187.58 2575.26 12/1/2017 1046.40 191.95 2647.58 1/1/2018 1169.94 270.30 2673.61 2/1/2018 1104.73 291.38 2823.81 3/1/2018 1031.79 295.35 2713.83 4/1/2018 1017.33 312.46 2640.87 5/1/2018 1084.99 351.60 2648.05 6/1/2018 1115.65 391.43 2705.27 7/1/2018 1217.26 33745 2718.37 8/1/2018 1218.19 367.68 2816.29 9/1/2018 1193.47 374.13 2901.52 10/1/2018 1076.77 301.78 2913.98 11/1/2018 1094.43 286.13 2711.74 12/1/2018 1035.61 267.66 2760.17 1/1/2019 1116.37 339.50 2506.85 2/1/2019 1119.92 358.10 2704.10 3/1/2019 1173.31 356.56 2784.49 4/1/2019 1188.48 370.54 2834 40 5/1/2019 1103.63 343.28 2945.83 6/1/2019 1080.91 367.32 2752.06 7/1/2019 1216.68 322.99 2941.76 8/1/2019 118B.10 293.75 2980.38 9/1/2019 1219.00 267.62 2926 46 10/1/2019 1260.11 28741 2976.74 11/1/2019 1304.96 314.66 3037.56 12/1/2019 1337.02 323.57 3140.98 1/1/2020 1434,23 345.09 3230.78
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 8 images

SEE SOLUTIONCheck out a sample Q&A here
Blurred answer
Knowledge Booster
Risk and Return
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, finance and related others by exploring similar questions and additional content below.
Similar questions
Recommended textbooks for you
Essentials Of Investments
Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,
FUNDAMENTALS OF CORPORATE FINANCE
FUNDAMENTALS OF CORPORATE FINANCE
Finance
ISBN:
9781260013962
Author:
BREALEY
Publisher:
RENT MCG
Financial Management: Theory & Practice
Financial Management: Theory & Practice
Finance
ISBN:
9781337909730
Author:
Brigham
Publisher:
Cengage
Foundations Of Finance
Foundations Of Finance
Finance
ISBN:
9780134897264
Author:
KEOWN, Arthur J., Martin, John D., PETTY, J. William
Publisher:
Pearson,
Fundamentals of Financial Management (MindTap Cou…
Fundamentals of Financial Management (MindTap Cou…
Finance
ISBN:
9781337395250
Author:
Eugene F. Brigham, Joel F. Houston
Publisher:
Cengage Learning
Corporate Finance (The Mcgraw-hill/Irwin Series i…
Corporate Finance (The Mcgraw-hill/Irwin Series i…
Finance
ISBN:
9780077861759
Author:
Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor
Publisher:
McGraw-Hill Education
SEE MORE TEXTBOOKS