A stock's returns have the following distribution:
Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio: |
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (48%) |
| Below average | 0.1 | (15) |
| Average | 0.3 | 11 |
| Above average | 0.3 | 40 |
| Strong | 0.2 | 65 |
| 1.0 |
Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
Listed below is the number of movie tickets sold at the Library Cinema-Complex, in thousands, for the period from 2004 to 2016. Compute a five-year weighted moving average using weights of 0.1, 0.1, 0.2, 0.3, and 0.3, respectively. Describe the trend in yield. (Round your answers to 3 decimal places.)
| 2004 | 8.61 | |
| 2005 | 8.14 | |
| 2006 | 7.67 | |
| 2007 | 6.59 | |
| 2008 | 7.37 | |
| 2009 | 6.88 | |
| 2010 | 6.71 | |
| 2011 | 6.61 | |
| 2012 | 5.58 | |
| 2013 | 5.87 | |
| 2014 | 5.94 | |
| 2015 | 5.49 | |
| 2016 | 5.43 | |
The weighted moving averages are:
In: Statistics and Probability
You are investigating two sensors to use in an experiment. Sensor A has area 600 ± 0.3 mm2 and the gap thickness is 0.3 ± 0.01 mm. Sensor B has area 400 ± 0.25 mm2 and the gap thickness is 0.2 ± 0.02 mm. Estimate the relative (hint: this is a %) and absolute uncertainties (hint: this has units of capacitance) in capacitance for both sensors. Your experiment requires that the capacitance is measured accurately within 5%. Which would you select for your experiment? Justify your response.
C = 8.85 × 10^?15 F/mm A/t
In: Mechanical Engineering
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (36%) |
| Below average | 0.1 | (15) |
| Average | 0.3 | 16 |
| Above average | 0.3 | 21 |
| Strong | 0.2 | 56 |
| 1.0 |
Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (38%) |
| Below average | 0.1 | (14) |
| Average | 0.3 | 13 |
| Above average | 0.3 | 31 |
| Strong | 0.2 | 63 |
| 1.0 |
Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (34%) |
| Below average | 0.1 | (14) |
| Average | 0.3 | 11 |
| Above average | 0.3 | 38 |
| Strong | 0.2 | 45 |
| 1.0 |
Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (48%) |
| Below average | 0.1 | (11) |
| Average | 0.3 | 16 |
| Above average | 0.3 | 21 |
| Strong | 0.2 | 49 |
| 1.0 |
Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (34%) |
| Below average | 0.2 | (14) |
| Average | 0.3 | 14 |
| Above average | 0.3 | 40 |
| Strong | 0.1 | 64 |
| 1.0 |
Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance
A stock's returns have the following distribution:
| Demand for the Company's Products |
Probability of This Demand Occurring |
Rate of Return If This Demand Occurs |
| Weak | 0.1 | (24%) |
| Below average | 0.2 | (14) |
| Average | 0.3 | 18 |
| Above average | 0.3 | 24 |
| Strong | 0.1 | 52 |
| 1.0 |
Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places.
Stock's expected return: %
Standard deviation: %
Coefficient of variation:
Sharpe ratio:
In: Finance