Q: Suppose that the standard deviation of returns from a typical share is about 0.43 (or 43%) a year.…
A: a. The Computation is done as when the correlation is 0.3: The formulation sheet is annexed below:
Q: 1. The sample mean of stock market returns is 11%. The sample standard deviation of stock market…
A: NOTE: As per our policy, we only answer up to one question when many are provided. Therefore the…
Q: You've observed the following returns on Yamauchi Corporation's stock over the past five years:…
A: Information Provided: Return = -27.9%, 15.6%, 34.2%, 3.3%, 22.3%
Q: Compute the standard deviation of the five monthly returns for PG&E: 1.25 percent, −1.50 percent,…
A: Standard Deviation is a measure of risk. In other words, It measures the extent of variability of…
Q: The following are the monthly rates of return for Madison Cookies and for Sophie Electric during a…
A: a.Calculation of Average Monthly Rate of Return for each stock:The Average Monthly Rate of Return is…
Q: zock Z has the following returns for last five years. Calculate the arithmetic average return and…
A: Given information: Returns for last 5 years is 10%, 15%, -8%, -9% and 12% Calculation of arithmetic…
Q: The past five monthly returns for PG&E are −3.51 percent, 4.73 percent, 4.11 percent, 6.98…
A: Month Returns 1 -3.51% 2 4.73% 3 4.11% 4 6.98% 5 3.92%
Q: Stock Z has the following returns for last five years. Calculate the arithmetic average return and…
A: Arithmetic Average Return refers to the concept which is appropriate for a shorter period of time.…
Q: The last four years of returns for a stock are as shown here: E a. What is the average annual…
A: Year Return 1 -4.30% 2 27.90% 3 12.30% 4 3.60% SUM = 39.50%
Q: You’ve observed the following returns on Yamauchi Corporation’s stock over the past five years:…
A: A statistical measure that represents the spread among the return of the investment is term as the…
Q: You’ve observed the following returns on Yasmin Corporation’s stock over the past five years: 15…
A: a.Arithmetic average return on the company stock over this 5 year period is calculated by using…
Q: Consider the following annual returns of Molson Coors and International Paper: MolsonCoors…
A:
Q: You are given the following information about 4 stocks: Variance-Covariance Matrix 3 0.0325 0.0125…
A: Weight in stock 1 (w1) = 0.25 Weight in stock 2 (w2) = 0.25 Weight in stock 3 (w3) = 0.25 Weight in…
Q: ou’ve observed the following returns on SkyNet Data Corporation’s stock over the past five years: 11…
A: We are provided with data of last 5 years in terms of rate of returns. This is for SkyNet's stock…
Q: Which one of the following is defined as the average compound return earned per year over a…
A: In every business, amounts are being invested for the purpose of calculating and earnings returns.…
Q: Suppose that the standard deviation of returns from a typical share is about 0.45 (or 45%) a year.…
A: Let's try to solve this problem conceptually first before getting into excel.Suppose we include n…
Q: Consider the following annual returns of Molson Coors and International Paper: Molson Coors…
A: A statistical measure that represents the variation in the return on the stock is term as the…
Q: What is the standard deviation for a stock that has had annual returns over the last four years of…
A: Sample Annual Returns: Year Return 1 10% 2 -4% 3 8% 4 -7%
Q: A stock has had returns of −19 percent, 29 percent, 24 percent, −10.1 percent, 34.8 percent, and 27…
A: Year Return 1 -19.00% 2 29.00% 3 24.00% 4 -10.10% 5 34.80% 6 27.00%
Q: The common stock of Mountain Farms has yiclded 14.2 percent, 11.7 percent, 2) 3.4 percent, -2.8…
A: Following information are given: Yields are : 14.2% , 11.7% , 3.4% , -2.8% , 15.8% Arithmetic…
Q: An analyst gathered daily stock returns for February 1 through March 31, calculated the Fama-French…
A: The Fama French 3 factor model is an asset pricing model that calculates an investment's expected…
Q: Stock A has the following returns over the past periods. Calculate the downside risk measured by…
A: Downside risk is the risk of the market and it is a statistical measure which indicate the risk of…
Q: A stock had returns of 5, 14, 11, -8, and 6 percent over the past 5 years. The standard deviation…
A: Standard Deviation(SD) is measure of dispersion of given data. It shows how much is value is…
Q: A stock had returns of 12%, 6%, 13%, -11%, -2% over the past five years. what is the geometric…
A: Given returns of 12%, 6%, 13%, -11%, -2% over the past five years
Q: A stock has annual returns of 6 percent, 14 percent, -3 percent, and 2 percent for the past four…
A: Arithmetic Average = X1 + X2 + X3 +......+XNN
Q: A stock had retuma of n percent, 26 percent, 8 percent, and -38 percent annually for the past 4…
A: Mean is the central value of discrete set of values. It is determined by dividing the sum of all the…
Q: Stock W has the following returns for various states of the economy: State of the Economy…
A: The expected return is the weighted average return that an investor will get for their investment.…
Q: The expected value of a normal distribution of prices for a stock is $71. If you are 99 percent sure…
A: The normal distribution is assumed than it follows the probability of stock prices can be found from…
Q: Over the past five years, a stock returned 8.3 percent, -32.5 percent, -2.2 percent, 46.9 percent,…
A: Formula for variance: σH2=∑t=1nRt-Rt¯2n-1Where,σH2= VarianceRt=Rate of ReturnR¯t=Rate of…
Q: What is the standard deviation of the returns of a portfolio that produced returns of -14%, 30%, and…
A: Standard Deviation is the square root of the Square of Deviation from the mean return divided by the…
Q: The rates of return on Cherry Jalopies, Inc., stock over the last five years were 17 percent, 11…
A: Standard Deviation: When compared to the mean, the standard deviation (abbreviated as ) is a measure…
Q: A stock has had returns of 11 percent, -8 percent, 6 percent, 21 percent, 24 percent, and 16 percent…
A: The geometric return is calculated as compounded annualized return
Q: A stock has had returns of 14 percent, −18 percent, 2 percent, 33 percent, 27 percent, and 6 percent…
A: Geometric mean formula: GM =61+R1×1+R2×1+R3×1+R4×1+R5×1+R6where,Rx =returns at respective year x
Q: If the return on stock A in year 1 was 14 %, in year 2 was 19%, in year 3 was 17% and in year 4 was…
A: Financial management consists of directing, planning, organizing and controlling of financial…
Q: Bear Stearns' stock price closed at $98, $103, $58, $29, $4 over five successive weeks. The weekly…
A:
Q: Macro Corporation has had the following returns for the past three years: -10 percent, 10 percent,…
A: YEAR RETURNS 1 -10% 2 10% 3 30%
Q: You’ve observed the following returns on Yasmin Corporation’s stock over the past five years: 15…
A: The provided returns are 15 percent, –6 percent, 18 percent, 14 percent and 10 percent.
Q: A stock has had returns of 16 percent, 13 percent, 6 percent, -14 percent, -6 percent, and 18…
A: Given the following information: Return 1 (R1) = 16% Return 2 (R2) = 13% Return 3 (R3) = 6% Return…
Q: A stock had returns of 14.35 percent, 18.75 percent, −14.55 percent, 12.35 percent, and 25.03…
A: Variance shows spread in data. It shows how much values are far from average of all observations. In…
Q: The rates of return on Cherry Jalopies, Inc., stock over the last five years were 17 percent, 11…
A: Standard Deviation (SD) = √ Variance
Q: 9. Calculating Returns and Variability You've observed the following returns on Yamauchi…
A: Add all sub-period returns and divide by the total number of periods to get the arithmetic average…
Q: e observed the following returns on Yamauchi Corporation’s stock over the past five years: –24.6…
A: We need to compute variance for the 5 years return of Yamauchi Corporation’s stock. Variance is a…
A stock had returns of 14.47 percent, 18.93 percent, −15.21 percent, 12.41 percent, and 25.54 percent for the past five years. What is the variance of the returns?
Trending now
This is a popular solution!
Step by step
Solved in 2 steps with 2 images
- An analyst gathered daily stock returns for Feburary 1 through March 31, calculated the Fama-French factors for each day in the sample (SMBt and HMLt), and estimated the Fama-French regression model shown in Equation 6-21. The estimated coefficients were ai = 0, bi = 1.2, ci = 0.4, and di = 1.3. On April 1, the market return was 10%, the return on the SMB portfolio (rSMB) was 3.2%, and the return on the HML portfolio (rHML) was 4.8%. Using the estimated model, what was the stocks predicted return for April 1?A stock had returns of 18.58 percent, −5.58 percent, and 20.81 percent for the past three years. What is the variance of the returns?You’ve observed the following returns on Yamauchi Corporation’s stock over the past five years: –24.6 percent, 13.4 percent, 29.8 percent, 2.2 percent, and 21.2 percent. What was the variance of the returns over this period?
- You’ve observed the following returns on Pine Computer’s stock over the past five years: −29.1 percent, 16.4 percent, 35.8 percent, 3.7 percent, and 22.7 percent. What was the arithmetic average return on the stock over this five-year period? What was the variance of the returns over this period? What was the standard deviation of the returns over this period?A stock had returns of 17.98 percent, −5.22 percent, 20.45 percent, and 8.65 percent for the past four years. What is the variance of the returns? Multiple Choice .11626 .01352 .01622 .01802 .00623A stock had returns of 14.43 percent, 18.87 percent, −14.99 percent, 12.39 percent, and 25.37 percent for the past five years. What is the variance of the returns? Multiple Choice • .02393 • .00282 • .15471 • .02872 .03191
- You’ve observed the following returns on Yamauchi Corporation’s stock over the past five years: –29.7 percent, 16.8 percent, 36.6 percent, 3.9 percent, and 22.9 percent. a. What was the arithmetic average return on the stock over this five-year period? b. What was the variance of the returns over this period? c. What was the standard deviation of the returns over this period?You’ve observed the following returns on Yasmin Corporation’s stock over the past five years: 15 percent, –6 percent, 18 percent, 14 percent, and 10 percent. calculate the mean, variance and standard deviation.You’ve observed the following returns on Pine Computer’s stock over the past five years: −26.4 percent, 14.6 percent, 32.2 percent, 2.8 percent, and 21.8 percent. What was the arithmetic average return on the stock over this five-year period? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. What was the variance of the returns over this period? Note: Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616. What was the standard deviation of the returns over this period? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.
- You’ve observed the following returns on SkyNet Data Corporation’s stock over the past five years: 11 percent, –10 percent, 19 percent, 18 percent, and 10 percent. a. What was the arithmetic average return on the company's stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 1 decimal place, e.g., 32.1.) b-1. What was the variance of the company's returns over this period? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What was the standard deviation of the company’s returns over this period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)You’ve observed the following returns on Yamauchi Corporation’s stock over the past five years: –28.2 percent, 15.8 percent, 34.6 percent, 3.4 percent, and 22.4 percent. a. What was the arithmetic average return on the stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What was the variance of the returns over this period? (Do not round intermediate calculations and round your answer to 6 decimal places, e.g., 32.161616.) c. What was the standard deviation of the returns over this period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)You’ve observed the following returns on Crash-n-Burn Computer’s stock over the past five years: 16 percent, –5 percent, 19 percent, 13 percent, and 10 percent. a. What was the arithmetic average return on the company’s stock over this five-year period? b-1. What was the variance of the company’s returns over this period? b-2. What was the standard deviation of the company’s returns over this period?
