Question
In: Finance
ABC Inc. has provided returns of 6%, 12%, -16%, 4%, 8%, 3%, -5%, 8%, -11%, and...
ABC Inc. has provided returns of 6%, 12%, -16%, 4%, 8%, 3%, -5%, 8%, -11%, and 14% over the past ten years. Compute the arithmetic and geometric means of the returns. What was the standard deviation of the returns?
Solutions
Expert Solution
The arithmetic mean is the simple mean calculated as under:
(6+12-16+4+8+3-5+8-11+14)/10 = 2.3%
Geometric mean is the annual growth rate calculated as under:
[(1.06)*(1.12)*(0.84)*(1.04)*(1.08)*(1.03)*(0.95)*(1.08)*(0.89)*(1.14)]^(1/10)-1
=1.0184834-1
=0.0184834 or 1.84%
Variance can be calculated as under:
Standard deviation is the square root of the variance.
where Rn is individual returns, Mean is arithmetic mean of the returns, total observations is 10.
It can also be calculated using STDEV.P function of excel.
Standard deviation is 9.37.
jeff jeffy answered 2 years agoRelated Solutions
3 6 4 8 1 10 2 9 11 12 15 22 3 6 7 5...
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Each column represents a different treatment given to sick rats.
Each cell is a different rat. Use statistical analysis and use post
hoc testing using contrasts to find the best
treatment.
Treatment 1: vitamins
Treatment 2: prescription pills
Treatment 3: brain surgery
Treatment 4: shock therapy
Treatment 5: dietary changes
5. Given the data set A = {9, 5, 16, 4, 32, 8, 12, 9, 11,...
5. Given the data set A = {9, 5, 16, 4, 32, 8, 12, 9, 11, 15, 5,
9, 18, 10}, which is the data of an entire population of subjects:
a. Calculate the arithmetic mean (5 pts) b. Find the median (5 pts)
c. Find the mode (5 pts) d. Calculate the range (5 pts) e.
Calculate the interquartile range (5 pts) f. Calculate the mean
deviation (5 pts) g. Calculate the variance (5 pts) h. Calculate
the standard...
Match No. 1 2 3 4 5 6 7 8 9 10 11 12 13 14...
Match No.
1
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9
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Player A
8
42
56
68
91
123
12
46
57
137
5
80
14
10
19
Player B
38
44
46
59
57
61
48
42
51
39
58
41
55
45
68
1. For the given data set representing the runs scored by two
players in last 15 matches, conduct the following analysis:
i. Which average you will use to summarize...
Given the following data X 12 5 6 8 11 23 14 16 15 5 Y...
Given the following data
X
12
5
6
8
11
23
14
16
15
5
Y
6
10
6
5
2
4
20
5
6
10
a. Is there a linear correlation between X and Y? Explain your
answer.
b. What is the regression question?
c. If x value is 37, what is the y value?
Periods 1% 2% 3% 4% 5% 6% 7% 8% 9% 10% 12% 14% 15% 16% 18%...
Periods
1%
2%
3%
4%
5%
6%
7%
8%
9%
10%
12%
14%
15%
16%
18%
20%
1
0.990
0.980
0.971
0.962
0.952
0.943
0.935
0.926
0.917
0.909
0.893
0.877
0.870
0.862
0.847
0.833
2
0.980
0.961
0.943
0.925
0.907
0.890
0.873
0.857
0.842
0.826
0.797
0.769
0.756
0.743
0.718
0.694
3
0.971
0.942
0.915
0.889
0.864
0.840
0.816
0.794
0.772
0.751
0.712
0.675
0.658
0.641
0.609
0.579
4
0.961
0.924
0.888
0.855
0.823
0.792
0.763
0.735
0.708
0.683
0.636...
Input Data Month 0 1 2 3 4 5 6 7 8 9 10 11 12...
Input Data
Month
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Revenue
$
-
$
-
$
-
$ -
$ -
$
-
$ 2,500
$ 2,875
$ 3,306
$ 3,802
$ 4,373
$ 5,028
$ 5,783
$ 6,650
$ 7,648
$ 8,795
$ 10,114
$ 11,631
$ 13,376
$ 15,382
$ 17,689
$ 20,343
$ 23,394
$ 26,903
Monthly Revenue Growth...
Input Data Month 0 1 2 3 4 5 6 7 8 9 10 11 12...
Input Data
Month
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
Revenue
$
-
$
-
$
-
$ -
$ -
$
-
$ 2,500
$ 2,875
$ 3,306
$ 3,802
$ 4,373
$ 5,028
$ 5,783
$ 6,650
$ 7,648
$ 8,795
$ 10,114
$ 11,631
$ 13,376
$ 15,382
$ 17,689
$ 20,343
$ 23,394
$ 26,903
Monthly Revenue Growth...
Day 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15...
Day
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Number of Aides Absent
5
8
11
15
4
2
7
1
4
6
14
19
3
5
8
In which of the following ranges you can find the Upper Control
Limit of the control chart?
0.1427
0.1536
0.1677
Not computable with information available
In which of the following ranges you can find the Lower Control
Limit of the control chart?
Does not exit...
student 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15...
student
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Test score
67
67
87
89
87
77
73
74
68
72
58
98
98
70
77
Above we have the final averages of the last stats and I want to
know if the class average falls within the boundaries of all my
statistics classes for the past 20 years.
Find the sample size, mean, and standard deviation of the data
above (Table 1)....
Company ID 1 2 3 4 5 6 7 8 9 10 11 12 13 14...
Company ID
1
2
3
4
5
6
7
8
9
10
11
12
13
14
1
5330
6352
6340
3399
6566
7376
6882
1842
7362
8205
6222
7695
1681
2283
2
7972
5941
2861
3290
1019
7399
6442
8003
5092
4634
7569
2538
2619
7932
3
8545
6667
2121
2339
4770
7296
3215
7919
2176
9129
1321
695
7945
1673
4
4578
466
4142
8350
7439
6085
8381
5872
2703
6974
702
5846
7176
9179
5
7302
2727
3103...
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