Question
In: Statistics and Probability
The table below gives the annual total returns on Global Balanced Index Fund from 1999 to...
- The table below gives the annual total returns on Global Balanced Index Fund from 1999 to 2008. The returns are in the local currency. Use the information in this table to answer the following questions:
|
Table 1: Global Balanced Index Fund Total Returns, 1999-2008 |
|
|
Year |
Return |
|
1999 |
50.21% |
|
2000 |
-2.18% |
|
2001 |
12.04% |
|
2002 |
26.87% |
|
2003 |
49.90% |
|
2004 |
24.32% |
|
2005 |
45.20% |
|
2006 |
-5.53% |
|
2007 |
-13.75% |
|
2008 |
-39.06% |
a. Calculate the mean absolute deviation (MAD).
|
Calculation of MAD for Germany Index Total Returns, 1999-2008 |
|||
|
Year |
Return |
||
|
1999 |
50.21% |
||
|
2000 |
-2.18% |
||
|
2001 |
12.04% |
||
|
2002 |
26.87% |
||
|
2003 |
49.90% |
||
|
2004 |
24.32% |
||
|
2005 |
45.20% |
||
|
2006 |
-5.53% |
||
|
2007 |
-13.75% |
||
|
2008 |
-39.06% |
||
- Calculate the variance.
|
Calculation of Variance for Germany Index Total Returns, 1999-2008 |
|||
|
Year |
Return |
||
|
1999 |
50.21% |
||
|
2000 |
-2.18% |
||
|
2001 |
12.04% |
||
|
2002 |
26.87% |
||
|
2003 |
49.90% |
||
|
2004 |
24.32% |
||
|
2005 |
45.20% |
||
|
2006 |
-5.53% |
||
|
2007 |
-13.75% |
||
|
2008 |
-39.06% |
||
- Calculate the standard deviation.
d. Calculate the semi variance (the average squared deviation below the mean), a measure of downward risk.
Solutions
orchestra answered 3 years agoRelated Solutions
The table below gives the annual total returns on Global Balanced Index Fund from 1999 to...
The table below gives the annual total returns on Global
Balanced Index Fund from 1999 to 2008. The returns are in the local
currency. Use the information in this table to answer the following
questions:
Table 1: Global Balanced Index Fund Total Returns,
1999-2008
Year
Return
1999
50.21%
2000
-2.18%
2001
12.04%
2002
26.87%
2003
49.90%
2004
24.32%
2005
45.20%
2006
-5.53%
2007
-13.75%
2008
-39.06%
(5.0 pts) Calculate the mean absolute deviation (MAD).
Calculation of MAD for Germany Index...
The following table repeats the annual total returns on the MSCI Germany Index previously given and...
The following table repeats the annual total returns on the MSCI
Germany Index previously given and also gives the annual total
returns on the JP Morgan Germany five- to seven-year government
bond index (JPM 5–7 Year GBI, for short). During the period given
in the table, the International Monetary Fund Germany Money Market
Index (IMF Germany MMI, for short) had a mean annual total return
of 4.33 percent. Use that information and the information in the
table to answer the...
EXCEL FILE ONLY Refer to the table below. The table below shows the annual returns (in...
EXCEL FILE ONLY
Refer to the table below. The table below shows the annual
returns (in percentages) for 2 major market indices. For each
index, calculate the arithmetic mean return and the geometric mean
return of full-year returns from 2005-2015. What is the
relationship between the arithmetic and geometric mean returns?
2015
2014
2013
2012
2011
2010
2009
2008
2007
2006
2005
Nasdaq Composite Index
1.37
8.59
50.0
-31.5
-21.1
-39.3
85.6
39.6
21.6
22.7
39.9
Dow Jones Industrial Average...
Consider stocks of two companies A and B, the table below gives their expected returns and...
Consider stocks of two companies A and B, the table below gives
their expected returns and standard deviation Expected return for
Stock A 10% Expected return for Stock B 25% Standard deviation for
Stock A 12% Standard deviation for Stock B 30% Plot the risk and
expected return of portfolio of these two stocks for the following
correlation coefficient : -1.0,-0.5,0.0,0.5,1.0
Automotive: The following table presents a portion of the annual returns for Fidelity's Select Automotive Fund...
Automotive: The following table presents a portion of the annual
returns for Fidelity's Select Automotive Fund (in percent). This
mutual fund invests primarily in companies engaged in the
manufacturing, marketing, or the sales of automobiles, trucks,
specialty vehicles, parts, tires, and related services.
Year
Automotive Fund
1987
6.54
1988
20.06
1989
4.1
1990
-6.72
1991
37.33
1992
41.61
1993
35.38
1994
-12.75
1995
13.43
1996
16.07
1997
16.78
1998
4.94
1999
-13.47
2000
-7.24
2001
22.82
2002
-6.48
2003
43.53...
he following table gives data for Vanguard Energy Fund and the Vanguard Health Care Fund from...
he following table gives data for Vanguard Energy Fund and the
Vanguard Health Care Fund from 2012 through 2016.
Year
Energy (%)
Health Care (%)
2012
44.6
15.41
2013
19.68
10.87
2014
37
10.43
2015
-42.87
-18.45
2016
28.36
20.96
If the risk-free rate is 3%, using mean-variance analysis, which
fund performed better, and why?
a.
The Health Care Fund performed better, because its Sharpe Ratio
was lower.
b.
The Health Care Fund performed better, because its Sharpe Ratio
was...
Consider the following table for the total annual returns for a given period of time. Series...
Consider the following table for the total annual returns for a
given period of time. Series Average return Standard Deviation
Large-company stocks 11.7 % 20.6 % Small-company stocks 16.4 33.0
Long-term corporate bonds 5.6 9.1 Long-term government bonds 6.1
9.4 Intermediate-term government bonds 5.6 5.7 U.S. Treasury bills
3.8 3.1 Inflation 3.1 4.2 What range of returns would you expect to
see 68 percent of the time for long-term corporate bonds? (A
negative answer should be indicated by a minus...
The average annual total return for U.S. Diversified Equity mutual funds from 1999 to 2003 was...
The average annual total return for U.S. Diversified Equity
mutual funds from 1999 to 2003 was 4.1%. A researcher would like to
conduct a hypothesis test to see whether the returns for mid-cap
growth funds over the same period are significantly different from
the average for U.S. Diversified Equity funds. A sample of 40
midcap growth funds provides a mean return of 3.4%. Assume that the
population standard deviation for mid-cap growth funds is known
from previous studies to be...
The annual returns from a particular mutual fund are believed to be normally distributed. The following...
The annual returns from a particular mutual fund are believed to
be normally distributed. The following table lists the annual
returns for this fund over a 20-year period.
Year
Return (%)
Year
Return (%)
1
6.2
11
5.4
2
11.3
12
26.0
3
16.1
13
13.5
4
16.9
14
24.2
5
9.8
15
–1.5
6
18.3
16
1.4
7
11.2
17
15.7
8
–12.1
18
11.8
9
19.2
19
1.9
10
17.6
20
17.8
a) Determine the mean and standard...
The table below gives the amount of output/total product (TP) that a firm can produce with...
The table below gives the amount of output/total product (TP)
that a firm can produce with various combinations of labor (L) and
capital (K):
K L TP AP MP
10 4 91 29
10 5 121
10 6 150
10 7 175
10 8 197
10 9 212
10 10 217
10 11 215
a. Is the above production function a short run or long run
production function? EXPLAIN why.
b. Complete the table by computing the average product (AP)...
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