Calculate the standard deviation of the following returns. Year Return 1 0.23 2 -0.08 3 0.03...

Calculate the standard deviation of the following returns. Year Return 1 0.23 2 -0.08 3 0.03 4 -0.09 5 0.17 Enter the answer with 4 decimals, e.g. 0.1234.

Calculate the variance of the following returns.

Year Return

1 -0.2

2 -0.08

3 -0.08

4 0.19

5 0.21

Enter the answer with 4 decimals, e.g. 0.1234.

Expert Solution

jeff jeffy answered 2 years ago

Calculate the standard deviation of the following returns. Year Return 1 0.18 2 0 3 -0.05...

Calculate the standard deviation of the following returns. Year Return 1 0.18 2 0 3 -0.05 4 0.2 5 -0.17 Enter the answer with 4 decimals, e.g. 0.1234

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%

Based on the following data; (a) calculate the expected return and the standard deviation of returns...

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1. Calculate the average return over the last 3 years. 2. Calculate the standard deviation of...

1. Calculate the average return over the last 3 years. 2. Calculate the standard deviation of your company’s returns over the last 3 years. [I will make sure to give thumbs up to those who answer] 8/1/2016 100.975754 9/1/2016 108.172951 10/1/2016 108.6418 11/1/2016 105.752083 12/1/2016 111.392426 1/1/2017 116.711029 2/1/2017 131.753159 3/1/2017 138.767197 4/1/2017 138.757538 5/1/2017 147.557281 6/1/2017 139.689148 7/1/2017 144.257507 8/1/2017 159.068329 9/1/2017 150.072464 10/1/2017 164.600632 11/1/2017 167.336838 12/1/2017 165.378021 1/1/2018 163.618988 2/1/2018 174.065674 3/1/2018 164.629501 4/1/2018 162.15683 5/1/2018 183.361038...

Using the following 3 securities calculate: 1. Expected return 2. Variance 3. Standard deviation 4. Correlation...

Using the following 3 securities calculate: 1. Expected return 2. Variance 3. Standard deviation 4. Correlation between all possible pairs 5. Covariance between all possible pairs Probability Stock A Stock B Stock C .2 14% 29% 4% .2 11% 21% 9% .2 5.25% 25% 14% .4 -3% 10% 20% Using the following percentages, calculate the portfolio variance and expected return for each portfolio. Portfolio Stock A Stock B Stock C 1 40% 60% 2 60% 40% 3 35% 30% 35%

Calculate the variance of the following returns. Year Return 1 0.17 2 0.06 3 0.1 4...

Calculate the variance of the following returns. Year Return 1 0.17 2 0.06 3 0.1 4 0.13 5 0.08 Enter the answer with 4 decimals, e.g. 0.1234.

1. calculate the standard deviation for the following returns: -10, 10, 13, -4, 5 2. a...

1. calculate the standard deviation for the following returns: -10, 10, 13, -4, 5 2. a stock has an expected return of 13.5%, its beta is 1.17 and the risk-free rate is 5.5%. what must the expected return on the market be? 3. Systematic Risk is fully diversifiable (T/F)

Q1: Calculate the standard deviation of returns on a stock that had the following returns in...

Q1: Calculate the standard deviation of returns on a stock that had the following returns in the past three years: Year Return 1 9% 2 -12% 3 18% Q: A company has a target capital structure of 55% common stock, 10% preferred stock, and 35% debt. Its cost of equity is 13%, the cost of preferred stock is 7%, and the cost of debt is 8%. The relevant tax rate is 30%. What is the company’s Weighted Average Cost...

Assume a security has an expected return of .12 and a standard deviation of 0.08 a)...

Assume a security has an expected return of .12 and a standard deviation of 0.08 a) What is the expected return two standard deviation above the mean and what is the probability of a return greater that this amount? B) What is the probability of a return greater than 0.04 for a given year.

The (annual) expected return and standard deviation of returns for 2 assets are as follows:

1. The (annual) expected return and standard deviation of returns for 2 assets are as follows: Asset A Asset B E[r] 10% 20% SD[r] 30% 50% The correlation between the returns is 0.15. a. Calculate the expected returns and standard deviations of the following portfolios: (i) 80% in A, 20% in B (ii) 50% in A, 50% in B (iii) 20% in A, 80% in B b. Find the weights for a portfolio with an expected return of 25%?...

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