R = -12%, 17%,25%,27% Probability = 10%, 20%,40%,30% Calculate the average return and standard deviation using...

R = -12%, 17%,25%,27%

Probability = 10%, 20%,40%,30%

Calculate the average return and standard deviation using probability

Ignore probability and calculate average return and standard deviation using once population and once sample

Expert Solution

Weighted Avg Return = Sum [ Prob * ret ]
Stock	Weight	Ret	WTd Ret
A	0.10	-0.1200	-0.0120
B	0.20	0.1700	0.0340
C	0.40	0.2500	0.1000
D	0.30	0.2700	0.0810
Weighted Return	0.2030

SD = SQRT [ sum [ Prob * ( X - Avg X)^2 ] ]

jeff jeffy answered 1 year ago

Calculate F Test for given 10, 20, 30, 40, 50 and 5,10,15, 20, 25. For 10,...

Calculate F Test for given 10, 20, 30, 40, 50 and 5,10,15, 20, 25. For 10, 20, 30, 40, 50:

You have a portfolio with a standard deviation of 25% and an expected return of 17%....

You have a portfolio with a standard deviation of 25% and an expected return of 17%. You are considering adding one of the two stocks in the following table. If after adding the stock you will have 30% of your money in the new stock and 70% of your money in your existing portfolio, which one should you add? Expected Return Standard Deviation Correlation with Your Portfolio's Returns Stock A 14% 25% 0.2 Stock B 14% 18% 0.6 Standard deviation...

Given the following information: Probability of Occurence Expected return 20% -5% 40% 5% 30% 7% 10%...

Given the following information: Probability of Occurence Expected return 20% -5% 40% 5% 30% 7% 10% 39% You are considering buying stock in Seller Inc. If Seller Inc's expected returns are as shown above, what is the standard devidation of the stock? (Hint: you first must find weighted average expected return). A. 8.999 B. 10.232 C. 11.524 D. 12.994 E. 14.506

What is the standard deviation of students math test scores? 12 18 27 31 40 42...

What is the standard deviation of students math test scores? 12 18 27 31 40 42 14 20 27 32 40 51 14 20 27 32 40 56 14 21 29 32 40 60 16 23 31 36 40 65

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%

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...

suppose asset a has an expected return of 10% and a standard deviation of 20% asset...

suppose asset a has an expected return of 10% and a standard deviation of 20% asset b has an expected return of 16% and a standard deviation of 40%.if the correlation between a and b is 0.6,what are the expected return and standard deviation for a prtifolio comprised of 40% asset a

The expected return of market portfolio is 10%. The standard deviation of market portfolio is 20%....

The expected return of market portfolio is 10%. The standard deviation of market portfolio is 20%. Risk free interest rate is 2%. There is an investor with mean-variance utility function Answer the following questions. 1) Calculate the optimal weight to be invested in the market portfolio for the investor with A=5 . Calculate the expected return and standard deviation of the optimal complete portfolio for the investor. 2) According to the CAPM, calculate the expected returns of two stocks (stock 1...

Portfolio A has an expected return of 10% per year and a standard deviation of 20%...

Portfolio A has an expected return of 10% per year and a standard deviation of 20% per year, while the risk-free asset returns 2% per year. a. What is the expected return of a portfolio consisting the risk-free asset and portfolio A that has a standard deviation of 15%? b. What is the portfolio weight on A of a portfolio consisting the risk-free asset and portfolio A that has a standard deviation of 15%? c. What is the standard deviation...

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%

Question