In: Math

Compute the annual standard deviation of returns for all countries from 1980 – 1981

Year | Month | Australia | Canada | France | Germany | Italy |

1980 | 7 | -0.0026889 | 0.0546111 | -0.0204165 | 0.0369633 | 0.1278857 |

1980 | 8 | 0.0407999 | -0.0117627 | 0.0244608 | -0.0230018 | 0.0696608 |

1980 | 9 | 0.060746 | 0.0135679 | 0.0113528 | -0.0190223 | 0.1420983 |

1980 | 10 | 0.0585204 | -0.0220067 | 0.0920545 | -0.0205731 | 0.2766413 |

1980 | 11 | -0.0175011 | 0.0490367 | -0.0163204 | -0.0030604 | -0.0968726 |

1980 | 12 | -0.030612 | -0.074856 | -0.0757283 | -0.0210946 | 0.0017446 |

1981 | 1 | -0.0965194 | -0.0119725 | -0.0590439 | -0.034434 | 0.1904963 |

1981 | 2 | -0.0241678 | -0.0322855 | 0.0308526 | -0.0096864 | 0.0908233 |

1981 | 3 | 0.0816266 | 0.0492637 | 0.0112111 | 0.0099601 | 0.0358859 |

1981 | 4 | -0.0156632 | -0.0168862 | -0.0607607 | 0.0350148 | 0.1014527 |

1981 | 5 | -0.0034859 | 0.0154803 | -0.1894615 | -0.0372021 | 0.0531986 |

1981 | 6 | -0.0324157 | -0.0358805 | -0.0759704 | 0.0361752 | -0.2164954 |

1981 | 7 | -0.1098754 | -0.05526 | 0.1138425 | -0.0065494 | -0.092925 |

1981 | 8 | -0.0136848 | -0.0340705 | 0.0249309 | -0.0462012 | 0.1319221 |

1981 | 9 | -0.1024419 | -0.1480877 | -0.0313814 | -0.0480223 | -0.1772388 |

1981 | 10 | -0.0587205 | -0.0334613 | -0.0514094 | -0.015371 | -0.051872 |

1981 | 11 | 0.0683676 | 0.0768831 | 0.0250603 | 0.0186473 | 0.0455291 |

1981 | 12 | -0.0010473 | -0.0444019 | -0.0153722 | -0.0308835 | -0.016512 |

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%?...

Compute the standard deviation given these four economic states,
their likelihoods, and the potential returns: Economic State
Probability Return Fast Growth 0.35 40% Slow Growth 0.45 10%
Recession 0.10 -10% Depression 0.10 -100% 39.48 percent 12.65
percent 113.69 percent 7.5 percent

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%

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?

The (annual) expected return and standard deviation of returns
for 2 assets are as follows:
Asset A : E[r] 10% , SD[r] 30%
Asset B : E[r] 20% , SD[r] 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 : 12%/27.35%
ii) 50% in A, 50% in B : 15% /30.02%
iii) 20% in A, 80% in B : 18%/41.33%
b. Find...

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) Calculate daily
returns over the sample period.
2) Compute "mean" and
"standard deviation" for the daily returns.
3)Calculate the 1-day
VaR (99%) on a percentage basis using the calculated mean and
standard deviation.
Answer in EXCEL . Use
data provided below
Date
Open
High
Low
Close
Adj Close
Volume
1/2/2020
3244.67
3258.14
3235.53
3257.85
3257.85
3458250000
1/3/2020
3226.36
3246.15
3222.34
3234.85
3234.85
3461290000
1/6/2020
3217.55
3246.84
3214.64
3246.28
3246.28
3674070000
1/7/2020
3241.86
3244.91
3232.43
3237.18
3237.18
3420380000
1/8/2020
3238.59...

Task 1: Compute the respective average, standard deviation, and
covariance of monthly or daily stock returns. You can pick any two
companies to download stock data for (daily or monthly
Covariance table will be in the form:
Var(stock1, stock1)
Cov(stock1, stock2)
Cov(stock1, stock2)
Var(stock2, stock2)
Note: Use STDEV.P in Excel for the standard deviation
Task 2: Using the obtained statistics fromQ1, calculate an equal
weighted portfolio return and portfolio variance for the first
portfolio using the below equations:
Equal weighted...

9. Compute the average annual return and standard deviation of
an evenly weighted portfolio of stocks and 10-year government bonds
over the past five years ended December 31, 2018?

answer them in typed please.
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...

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