Deriving Monthly Returns from Quarterly Data

[wolfball]

Can I derive monthly returns from a Quarterly return series using the index monthly standard deviation?I have a series of Fund Quarterly returns. I also have the monthly STDev of an index. Can I derive Monthly returns for the fund based on the index Stdev that roll up to the original Quarterly returns? Ie the derived monthly returns for a given 3 month period geometrically link up to the original Q return, and match the index standard deviation as closely as possible? Any ideas would be great! My client is shouting at me and can't figure where to start, I can't attach my excel sheet that has my start either unfortunately... ​