Not what you're looking for?
Please do not submit any financial statements-just the answers and any calculations.
Using the annualized returns on 10-year treasury constant maturity rate bonds, the common equity of the Kellogg Company, and the S&P 500 index, calculate the following statistical measures:
? mean (of each individual asset),
? standard deviation (of each individual asset),
? variance (of each individual asset),
? skewness (of each individual asset),
? kurtosis (of each individual asset),
? covariance (between each pair of assets), and
? correlation coefficient (between each pair of assets).
1. If the data, as in the cases of Kellogg and the S&P 500 index, are given in terms of the price/level. You will need to:
 use the holding period return to calculate the monthly return, and
 convert the monthly return to the annualized return.
2. The data for Kellogg (K) and the S&P 500 Index ($INX) can be obtained from MSN Money - http://moneycentral.msn.com/home.asp . A help file for MSN Money is here - http://home.ubalt.edu/staff/ntsbschr/Student Help Files/Using Money Central.doc . Data on 10-year treasury constant maturity rate bonds can be from the FRED2 database - http://research.stlouisfed.org/fred2/ . A help file for FRED 2 is here - http://home.ubalt.edu/staff/ntsbschr/Student Help Files/Using FRED 2.doc .
3. For your calculations, please use monthly price data for ten years (ending June 2004).
Purchase this Solution
The answers are as follows: ( I have attached the spreadsheet as the formatting might get spoiled in pasting)
<br> 10Year Bond Kellog & Co. S&P500
<br>Mean 6% 2% 11%
Purchase this Solution
Free BrainMass Quizzes
These 10 questions help a new student of accounting to understand the basic premise of accounting and how it is applied to the business world.
Understanding production and cost phenomena will permit firms to make wise decisions concerning output volume.
This Quiz is compiled of questions that pertain to IPOs (Initial Public Offerings)
This quiz tests your knowledge of the components of the statements of cash flows and the methods used to determine cash flows.
These questions are based on features of the previous word versions that were easy to figure out, but now seem more hidden to me.