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In: Finance
Calculate the standard deviation of S&P’s return for the years 1926 to 1930 Round to the...
Calculate the standard deviation of S&P’s return for the years 1926 to 1930 Round to the nearest hundredth. Answer in percent. Year 1926 1927 1928 1929 1930 Return 12.53% 34.79% 43.05% 5.52% 28.17%
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jeff jeffy answered 1 year agoRelated Solutions
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...
Calculate the expected return and standard deviation of the portfolio.
A portfolio consists of two stocks:
Stock Expected Return Standard Deviation Weight
Stock 1 10% 15% 0.30
Stock 2 13% 20% ???
The correlation between the two stocks’ return is 0.50
Calculate the expected return and standard deviation of the portfolio.
Expected Return:
Standard Deviation:
(i) Briefly explain, in general, when there would be “benefits of diversification” (for any portfolio of two securities).
(ii) Describe whether the above portfolio would...
Calculate the standard deviation ? of X for the probability distribution. (Round your answer to two...
Calculate the standard deviation ? of X for
the probability distribution. (Round your answer to two decimal
places.)
X 0 1 2 3
p(X=x) .2 .1 .6 .1
Expected Return Standard Deviation Stock fund (S) 20%  
Expected Return Standard Deviation
Stock fund (S)
20%
30%
Bond fund (B)
12%
15%
Correlation = .10
7. If you were to use only the two risky funds, and still
require an expected return of 14%, what would be the investment
proportions of your portfolio? Compare its standard deviation to
that of the optimized portfolio in Problem 9. What do you
conclude?
Problem 9
Stock Expected Return
Standard Deviation
A
10%
5%
B...
what is lower partial standard deviation of return and how to calculate? Are lower partial standard...
what is lower partial standard deviation of return and how to
calculate? Are lower partial standard deviation of return and
downside deviation same thing?
How to annualized weekly lower partial standard deviation of
return?
Calculate the standard deviation σ of X for the probability distribution. (Round your answer to two...
Calculate the standard deviation σ of X for the probability
distribution. (Round your answer to two decimal places.) σ = x 1 2
3 4 P(X = x) 0.4 0.2 0.2 0.2
Calculate the standard deviation σ of X for the probability distribution. (Round your answer to two...
Calculate the standard deviation σ of X for the probability
distribution. (Round your answer to two decimal places.) σ = x 1 2
3 4 P(X = x) 0.2 0.3 0.4 0.1
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?
Based on the following data; (a) calculate the expected return and the standard deviation of returns...
Based on the following data;
(a) calculate the expected return and the standard deviation of
returns for each stock.
State of the
Economy
Probability Stock A Rate of
Return Stock B Rate of Return
Recession
0.25
6%
-20%
Normal Growth
0.45
7%
13%
Boom
0.3
11%
33%
(b) Calculate the expected return and the standard deviation on
the portfolio, where
the portfolio is formed by investing 65% of the funds in Stock A
and the rest in Stock B
Use the following information to calculate the expected return and standard deviation of a portfolio that...
Use the following information to calculate the expected return
and standard deviation of a portfolio that is 30 percent invested
in 3 Doors, Inc., and 70 percent invested in Down Co.
3 Doors, Inc
Down Co
Expected Return, E(R)
18%
14%
Standard deviation
48
50
Correlation .33
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