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
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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
2
3
4
5
6
7
8
9
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12
13
14
15
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)....
Administrative Medical total Full time 8 3 11 Part time 4 12 16 total 12 15...
Administrative
Medical
total
Full time
8
3
11
Part time
4
12
16
total
12
15
27
What is the probability that a randomly selected employee works
part-time or as a medical employee?
What is the probability that a randomly selected employee works
on a full-time basis given that they are an administrative
employee? report to 3 decimal places.
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