Sample variance and sample standard deviation

Reference no: EM1311623

To analyze the risk, or volatility, associated with investing in Chevron Corporation common stock, a sample of the monthly total percentage return for 12 months was taken.

The returns for the 12 months of 2005 are shown here (Compustat, February 24, 2006). Total return is price appreciation plus any dividend paid.

Month	Return (%)	Month	Return (%)
January	3.60	July	3.74
February	14.86	August	6.62
March	-6.07	September	5.42
April	-10.82	October	-11.83
May	4.29	November	1.21
June	3.98	December	-.94

a. Compute the sample variance and sample standard deviation as a measure of volatility of monthly total return for Chevron (to 2 decimals).

Sample variance
Sample standard deviation

b. Construct a 95% confidence interval for the population variance (to 2 decimals).

c. Construct a 95% confidence interval for the population standard deviation (to 2 decimals).

Reference no: EM1311623

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