Calculate the target-variance of the data below if you wish the data to have a return...

Calculate the target-variance of the data below if you wish the data to have a return of 60%
Discuss why investors are concerned about downside risk? What parameter can be used to assess downside risk?

Day	1^st June	2^nd June	3^rd June	4^th June	5^thJune	6^thJune
Return (%)	-110	40	120	60	150	-80

Expert Solution

jeff jeffy answered 2 years ago

(A). Calculate the target-variance of the data below if you wish the data to have a...

(A). Calculate the target-variance of the data below if you wish the data to have a return of 60%.[12marks] Day !st june 2nd june 3rd june 4th june 5th june 6th june RETURN(%) -110 40 12 60 150 -84 (B). Discus why investors are concerned about downside risk? What parameter can be used to asses downside risk?[8marks

(TCO 2) Given the data below, calculate the expected return, variance, and standard deviation of the...

(TCO 2) Given the data below, calculate the expected return, variance, and standard deviation of the following company. In a recessionary economy, which is expected to occur with a 30% probability, the expected returns would be -5%. In an expanding economy with an expected probability of occurrence of 20%, the expected return would be 10%. In a normal economy, expected to occur 50% of the time, the expected return would be 5%.

Given the data set below, calculate the range, mean, variance, and standard deviation

Given the data set below, calculate the range, mean, variance, and standard deviation. 19, 33, 8, 29, 18, 5, 10, 14, 25 Range = Mean = Variance = Standard deviation =

Using the data in the table below, calculate the return for investing in the share from...

Using the data in the table below, calculate the return for investing in the share from 1 January to 31 December. Prices are after the dividend has been paid Date Price Dividend Jan 1 $31.53 − Feb 5 $31.11 $0.22 May 14 $30.67 $0.18 Aug 13 $31.78 $0.21 Nov 12 $37.95 $0.22 Dec 31 $40.11 Return for the entire period is ................. %. (Enter your response as a percent rounded to two decimal places.)

For the network below: Calculate T-E and Variance for each activity. Assume the durations have 95%...

For the network below: Calculate T-E and Variance for each activity. Assume the durations have 95% certainty (i.e. the range from optimistic to pessimistic durations covers 95% of all possible durations). Calculate the expected duration of the network. Do not use Crystal Ball. What is the probability the network will take no more than 23 days? Use the Z-table or Excel’s NORM.DIST formula, not Crystal Ball. Be sure to show all work.

Selected data from the financial statements of KRJ Manufacturing are presented below. Calculate the return on...

Selected data from the financial statements of KRJ Manufacturing are presented below. Calculate the return on assets for the year, presenting your answer in percentage terms, rounded to two decimal places. e.g. 20.00%. Sales $117,358 Gross profits $51,639 Operating profits (EBIT) $32,879 Earnings before taxes (EBT) $25,389 Net profits $24,739 Tax expense 8,000 Depreciation expense $13,207 Total assets, beg of year $80,302 Total assets, end of year $99,082 Total equity, beg of year $46,237 Total equity, end of year $53,675...

calculate the mean daily return, Variance and standard deviation for each stock?

BAFB-0.01209-0.009810.002052-0.00471-0.0050.0151010.0039630.0063530.0034920.0008790.003253-0.00160.005702-0.001440.0054430.000160.000752-0.000160.01172-0.007850.002525-0.00484-0.002070.0086780.002078-0.0037-0.00415-0.002820.0040910.004775-0.00630.001772-0.00634-0.00716-0.002330.00332-0.005640.0086370.0050670.012644-0.01573-0.00553-0.01040.0022250.0034760.0003960.00970.0026950.0139520.025452-0.002630.0101750.00196-0.00595-0.03288-0.024330.0123710.01251-0.01045-0.0115-0.008470.0044020.0007830.004539-0.008370.005610.006156-0.003250.002432-7.8E-050.0216760.0101060.0100340.001077-0.00068-0.0163-0.00918-0.005080.0057440.010840.006930.004196-0.00908-0.008820.0054190.0014050.0048580.003898-0.00098-0.00450.0182230.002184-0.001780.002102-0.004240.0019420.0148670.009691-0.01546-0.01044-0.004340.0013190.001652-0.009530.00090.0004690.003745-0.002660.0082090.0080760.0079940.011978-0.0025-0.00085-0.001550.0159230.0134190.0091620.011422-0.007430.0469-0.00945-0.01532-0.0103-0.002090.012337-0.00406-0.00228calculate the mean daily return, Variance and standard deviation for each stock?

Using the table below, calculate the variance of X, variance of Y, standard deviation of X,...

Using the table below, calculate the variance of X, variance of Y, standard deviation of X, standard deviation of Y, the covariance between X and Y, the correlation coefficient between X and Y, and find the regression line assuming X is the independent variable (find the slope and the intercept). Show your work Fill in the Blanks: X Y X-Xbar Y-Ybar (X-Xbar)^2 (Y-Ybar)^2 (X-Xbar)*(Y-Ybar) 5 3 9 6 12 15 17 20 21 23 Sum Calculate the following and show...

You have the following information on return on the stocks of Target (T), Macy's (M),and Best...

You have the following information on return on the stocks of Target (T), Macy's (M),and Best Buy (B) Target (T) Macy's (M) Best Buy (B) $6 $3 $11 $7 $8 $5 $3 $5 $8 $4 $8 $4 What are the variances and standard deviations of the returns on the three stocks? a. V[T] = 4.5 V[M] = 8 V[B] = 8.3333 S[T] = 2.121 S[M] = 2.828 V[B] =2.886 b. V[T] = 6 V[M] =9.3333 V[B] = 10 S[T] = 2.449 S[M] =...

Calculate the return for June 21st based on the data below: Date Open High Low Close...

Calculate the return for June 21st based on the data below: Date Open High Low Close Dividend 20-Jun 13.2 15.4 12.8 14 21-Jun 13.3 15.8 12.2 15 0.6 22-Jun 14.8 17.5 14.5 16 34.43% 17.29% 11.43% 7.14%

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