Using the below returns, what is the average return, the variance, and the standard deviation 1.38%...

Using the below returns, what is the average return, the variance, and the standard deviation

1.38%
11.77%
:21.61%
-4.23%
31.22%

Expert Solution

jeff jeffy answered 2 years ago

For Asset A and for Asset B, compute the average annual return, variance, standard deviation, and...

For Asset A and for Asset B, compute the average annual return, variance, standard deviation, and coefficient of variation for the annual returns given below. a. Asset A: 5%, 10%, 15%, 4% b. Asset B: -6%, 20%, 2%, -5%, 10%

What is the average monthly return and standard deviation of returns for (i) S&P 500: Date...

What is the average monthly return and standard deviation of returns for (i) S&P 500: Date Adj Close 8/1/2015 1972.18 9/1/2015 1920.03 ######## 2079.36 ######## 2080.41 ######## 2043.94 1/1/2016 1940.24 2/1/2016 1932.23 3/1/2016 2059.74 4/1/2016 2065.3 5/1/2016 2096.95 6/1/2016 2098.86 7/1/2016 2173.6 8/1/2016 2170.95 9/1/2016 2168.27 ######## 2126.15 ######## 2198.81 ######## 2238.83 1/1/2017 2278.87 2/1/2017 2363.64 3/1/2017 2362.72 4/1/2017 2384.2 5/1/2017 2411.8 6/1/2017 2423.41 7/1/2017 2470.3 8/1/2017 2471.65 9/1/2017 2519.36 ######## 2575.26 ######## 2584.84 ######## 2673.61 1/1/2018 2823.81 2/1/2018 2713.83...

Given the following historical returns, calculate the average return and the standard deviation Year Return 1...

Given the following historical returns, calculate the average return and the standard deviation Year Return 1 12% 2 7% 3 10% 4 9%

Problem 01: Calculate individual stock average, standard deviation, variance, portfolio variance Given are the daily returns...

Problem 01: Calculate individual stock average, standard deviation, variance, portfolio variance Given are the daily returns for two stocks X and Y for five business days in last week. If you have 1000 dollars to invest and you are considering to invest 600 dollars in stock X and 400 dollars in stock Y. Calculate the following A. average stock return for individual stocks B. variance and standard deviations for the individual stocks C. calculate the covariance and correlation between the...

1. Expected Return, Variance and standard Deviation Consider the following information on returns and probabilities: State...

1. Expected Return, Variance and standard Deviation Consider the following information on returns and probabilities: State Probability X Y Boom. .25 15%. 10% Normal .60 10%. 9% Recession .15 5% 10% What are the expected return and standard deviation for Stock X and Stock Y? What are the expected return and standard deviation for a portfolio with an investment of $6,000 in asset X and $4,000 in asset Y? Show work please

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 are provided below with annual return, standard deviation of returns, and tracking error to the...

You are provided below with annual return, standard deviation of returns, and tracking error to the relevant benchmark for three portfolios. Please calculate the Sharpe Ratio for the three portfolios Portfolio Return Standard Deviation Tracking Error 1 15.50% 19.00% 1.50% 2 13.25% 24.00% 7.00% 3 18.00% 23.00% 8.00% Index 14.00% 20.00% Risk-Free 5.00%

1 - What is the range, expected rate of return, variance, and standard deviation of the...

1 - What is the range, expected rate of return, variance, and standard deviation of the information below? Economic Condition Probability Expected Return Better than expected 0.15 0.65 Good 0.25 0.3 Average 0.45 0.15 Poor 0.1 -0.15 Terrible 0.05 -0.35 2 - A stock has a beta of 1.65, risk-free rate of return of 0.04, and a market risk premium of 0.15. What is the required rate of return?

(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%.

What is the standard deviation of the returns?

You are analyzing the returns of a mutual fund portfolio for the past 5 years. Year Return 2014 -30% 2015 -25% 2016 40% 2017 -10% 2018 15% What is the standard deviation of the returns?

Question