Question
In: Finance
8. Consider the daily prices of a stock as per the following table. Time Price 0...
8. Consider the daily prices of a stock as per the following table.
|
Time |
Price |
|
0 |
100 |
|
1 |
110 |
|
2 |
90 |
|
3 |
95 |
|
4 |
105 |
The volatility per day is ______________.
The volatility per annum is ______________.
Solutions
jeff jeffy answered 2 years agoRelated Solutions
The following data show the daily closing prices (in dollars per share) for a stock. Date...
The following data show the daily closing prices (in dollars per
share) for a stock.
Date
Price ($)
Nov. 3
83.71
Nov. 4
83.87
Nov. 7
83.40
Nov. 8
83.86
Nov. 9
83.24
Nov. 10
82.90
Nov. 11
84.66
Nov. 14
84.35
Nov. 15
85.74
Nov. 16
86.62
Nov. 17
86.74
Nov. 18
87.93
Nov. 21
87.98
Nov. 22
87.60
Nov. 23
88.22
Nov. 25
88.39
Nov. 28
88.94
Nov. 29
89.72
Nov. 30
89.77
Dec. 1
89.22
a. Define...
A stock has had the following year-end prices and dividends: Year Price Dividend 0 $...
A stock has had the following year-end prices and
dividends:
Year
Price
Dividend
0
$
24.75
—
1
26.93
$
0.15
2
27.93
0.24
3
26.43
0.86
4
28.77
0.18
5
31.88
0.34
What are the arithmetic and geometric returns for the stock?
(Round your answer to 2 decimal places. Omit the "%" sign
in your response.)
Arithmetic returns
%
Geometric returns
%
Consider the following possible stock prices in one year for STY stock. Possible Outcome Price Probability...
Consider the following possible stock prices in one year for STY
stock.
Possible Outcome Price Probability
Pessimistic 150 25%
Most likely 220 45%
Optimistic 250 30%
A) If the STY stock is currently trading at $200, What is the
expected return of STY stock? Enter your answer as a percent, do
not include the % sign. Round your final answer to two
decimals.
B) If the STY stock is currently trading at $200, What is the
standard deviation of STY...
Question 3 [14] Consider the following prices and quantities: Price (per kg) &nb
Question 3 [14] Consider the following prices and
quantities:
Price (per
kg)
Quantities produced
2010
2012
2015
2010
2012
2015
Beans
3.95
3.89
4.13
675
717
436
Onions
61.50
62.20
59.70
117
115
115
Carrots
34.80
35.40
38.90
77
74
82
1. Compute and interpret the
Paasche’s Quantity Index number for the year 2012 with 2010 as the
base
year.
(7)
2. Compute and interpret the Laspeyres Price Index number for
the year 2015 with 2012 as...
A stock has had the following year-end prices and dividends: Year Price Dividend 0 $ 14.25...
A stock has had the following year-end prices and dividends:
Year Price Dividend 0 $ 14.25 — 1 16.43 $ 0.15 2 17.43 0.22 3 15.93
0.27 4 18.27 0.28 5 21.38 0.32 What are the arithmetic and
geometric returns for the stock?
A stock has had the following year-end prices and dividends: Year Price Dividend 0 $14.50 -------...
A stock has had the following year-end prices and dividends:
Year
Price
Dividend
0
$14.50
-------
1
16.68
.15
2
17.68
.36
3
16.18
.38
4
18.52
.39
5
21.63
.46
What are the arithmetic and geometric returns for the stock? (Do
not round intermediate calculations. Enter your answers as a
percent rounded to 2 decimal places. Omit the "%" sign in your
response.)
A stock has had the following year-end prices and dividends: Year Price Dividend 0 $ 14...
A stock has had the following year-end prices and dividends:
Year
Price
Dividend
0
$
14
—
1
16.18
$
0.15
2
17.18
0.34
3
15.68
0.36
4
18.02
0.37
5
21.13
0.44
What are the arithmetic and geometric returns for the stock?
(Do not round intermediate calculations. Enter your answers
as a percent rounded to 2 decimal places.)
The following table contains prices and dividends for a stock. All prices are after the dividend...
The following table contains prices and dividends for a stock.
All prices are after the dividend has been paid. If you bought the
stock on January 1 and sold it on December 31, what is your
realized return? Hint: Make sure to round all intermediate
calculations to at least five decimal places.
Price
Dividend
Jan 1
9.94
Mar 31
10.94
0.23
Jun 30
10.44
0.23
Sep 30
11.04
0.23
Dec 31
10.94
0.23
The following table contains prices and dividends for a stock. All prices are after the dividend...
The following table contains prices and dividends for a stock.
All prices are after the dividend has been paid. If you bought the
stock on January 1 and sold it on December 31, what is your
realized return? Hint: Make sure to round all intermediate
calculations to at least five decimal places.
Price
Dividend
Copy to Clipboard
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Open in Excel
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Jan 1
10.07
Mar 31
11.07
0.19
Jun 30
10.57
0.19
Sep 30
11.17
0.19
Dec 31
11.07...
A stock's current price on the London Stock Exchange is £8. There are two possible prices...
A stock's current price on the London Stock Exchange is £8.
There are two possible prices at the end of the year: £11 or £8. A
call option to buy one share at £10 at the end of the year sells at
£2. Suppose that you are told that a riskless portfolio can be
created by selling 3 call options, buying 2 stocks today and
borrowing £10 today.
(a) What is the risk free interest rate?
(b) Is the interest...
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