Date Closing Market Index value Closing Price for PG Closing Price for F 01/02/2017 2278.87 91.07 12.53 PG is Proctor & Gamble 01/03/2017 2363.64 89.85 11.64 F is Ford Motor Company 01/04/2017 2362.72 87.33 11.47 01/05/2017 2384.20 88.09 11.12 01/06/2017 2411.80 87.15 11.19 01/07/2017 2423.41 90.82 11.22 01/08/2017 2470.30 92.27 11.03 01/09/2017 2471.65 90.98 11.97 01/10/2017 2519.36 86.34 12.27 01/11/2017 2575.26 89.99 12.52 01/12/2017 2647.58 91.88 12.49 01/01/2018 2673.61 86.34 10.97 01/02/2018 2823.81 78.52 10.61 01/03/2018 2713.83 79.28 11.08 01/04/2018 2640.87 72.34 11.24 01/05/2018 2648.05 73.17 11.55 01/06/2018 2705.27 78.06 11.07 01/07/2018 2718.37 80.88 10.04 01/08/2018 2816.29 82.95 9.48 01/09/2018 2901.52 83.23 9.25 01/10/2018 2913.98 88.68 9.55 01/11/2018 2711.74 94.51 9.41 01/12/2018 2760.17 91.92 7.65 01/01/2019 2506.85 96.47 8.80 01/02/2019 2704.10 98.55 8.77 01/03/2019 2784.49 104.05 8.78 01/04/2019 2834.40 106.48 10.45 01/05/2019 2945.83 102.91 9.52 01/06/2019 2752.06 109.65 10.23 01/07/2019 2941.76 118.04 9.53 01/08/2019 2980.38 120.23 9.17 01/09/2019 2926.46 124.38 9.16 01/10/2019 2976.74 124.51 8.59 01/11/2019 3037.56 122.06 9.06 01/12/2019 3140.98 124.90 9.30 01/01/2020 3230.78 124.62 8.82 Risk-free Return =0.005 calculate monthly return for PG,F and Closing market index value; Calculate PG,F and Market excess return,average excess return, standard deviation of return,beta and covariance.

Date Closing Market Index value Closing Price for PG Closing Price for F 01/02/2017 2278.87 91.07 12.53 PG is Proctor & Gamble 01/03/2017 2363.64 89.85 11.64 F is Ford Motor Company 01/04/2017 2362.72 87.33 11.47 01/05/2017 2384.20 88.09 11.12 01/06/2017 2411.80 87.15 11.19 01/07/2017 2423.41 90.82 11.22 01/08/2017 2470.30 92.27 11.03 01/09/2017 2471.65 90.98 11.97 01/10/2017 2519.36 86.34 12.27 01/11/2017 2575.26 89.99 12.52 01/12/2017 2647.58 91.88 12.49 01/01/2018 2673.61 86.34 10.97 01/02/2018 2823.81 78.52 10.61 01/03/2018 2713.83 79.28 11.08 01/04/2018 2640.87 72.34 11.24 01/05/2018 2648.05 73.17 11.55 01/06/2018 2705.27 78.06 11.07 01/07/2018 2718.37 80.88 10.04 01/08/2018 2816.29 82.95 9.48 01/09/2018 2901.52 83.23 9.25 01/10/2018 2913.98 88.68 9.55 01/11/2018 2711.74 94.51 9.41 01/12/2018 2760.17 91.92 7.65 01/01/2019 2506.85 96.47 8.80 01/02/2019 2704.10 98.55 8.77 01/03/2019 2784.49 104.05 8.78 01/04/2019 2834.40 106.48 10.45 01/05/2019 2945.83 102.91 9.52 01/06/2019 2752.06 109.65 10.23 01/07/2019 2941.76 118.04 9.53 01/08/2019 2980.38 120.23 9.17 01/09/2019 2926.46 124.38 9.16 01/10/2019 2976.74 124.51 8.59 01/11/2019 3037.56 122.06 9.06 01/12/2019 3140.98 124.90 9.30 01/01/2020 3230.78 124.62 8.82 Risk-free Return =0.005 calculate monthly return for PG,F and Closing market index value; Calculate PG,F and Market excess return,average excess return, standard deviation of return,beta and covariance.

Entrepreneurial Finance

6th Edition

ISBN:9781337635653

Author:Leach

Publisher:Leach

Chapter14: Security Structures And Determining Enterprise Values

Section: Chapter Questions

Problem 1gM

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Date	Closing Market Index value	Closing Price for PG	Closing Price for F
01/02/2017	2278.87	91.07	12.53	PG is Proctor & Gamble
01/03/2017	2363.64	89.85	11.64	F is Ford Motor Company
01/04/2017	2362.72	87.33	11.47
01/05/2017	2384.20	88.09	11.12
01/06/2017	2411.80	87.15	11.19
01/07/2017	2423.41	90.82	11.22
01/08/2017	2470.30	92.27	11.03
01/09/2017	2471.65	90.98	11.97
01/10/2017	2519.36	86.34	12.27
01/11/2017	2575.26	89.99	12.52
01/12/2017	2647.58	91.88	12.49
01/01/2018	2673.61	86.34	10.97
01/02/2018	2823.81	78.52	10.61
01/03/2018	2713.83	79.28	11.08
01/04/2018	2640.87	72.34	11.24
01/05/2018	2648.05	73.17	11.55
01/06/2018	2705.27	78.06	11.07
01/07/2018	2718.37	80.88	10.04
01/08/2018	2816.29	82.95	9.48
01/09/2018	2901.52	83.23	9.25
01/10/2018	2913.98	88.68	9.55
01/11/2018	2711.74	94.51	9.41
01/12/2018	2760.17	91.92	7.65
01/01/2019	2506.85	96.47	8.80
01/02/2019	2704.10	98.55	8.77
01/03/2019	2784.49	104.05	8.78
01/04/2019	2834.40	106.48	10.45
01/05/2019	2945.83	102.91	9.52
01/06/2019	2752.06	109.65	10.23
01/07/2019	2941.76	118.04	9.53
01/08/2019	2980.38	120.23	9.17
01/09/2019	2926.46	124.38	9.16
01/10/2019	2976.74	124.51	8.59
01/11/2019	3037.56	122.06	9.06
01/12/2019	3140.98	124.90	9.30
01/01/2020	3230.78	124.62	8.82

Risk-free Return =0.005

calculate monthly return for PG,F and Closing market index value; Calculate PG,F and Market excess return,average excess return, standard deviation of return,beta and covariance.

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