Please calculate the Sharpe measure for the S&P 500 over the last ten years if the standard deviation was 8 percent and the return was 14 percent?
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A: mean of stock : mean x=sum of observationstotal number of observation standard deviation =∑nx-x2n-1
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A: Month Returns 1 -3.51% 2 4.73% 3 4.11% 4 6.98% 5 3.92%
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A: “Since you have posted multiple sub-parts, we will solve the first three sub-parts for you. To get…
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A: Geometric Rate of return= [(1+r1)*(1+r2)......(1+r3)1/n-1 r1= .10 r2=.20 n=2 years
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A: Sharp ratio = (return of potfolio - risk free rate)/ Standard deviation
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Q: The table given below reports last five years data on rates of return on two stocks. Calculate and…
A: Arithmetic mean = sum of returns
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A: Working note:
Q: You've observed the following returns on Yamauchi Corporation's stock over the past five years:…
A: A. The arithmetic mean of a set of numerical values is calculated by adding them together and…
Q: The rates of return on Cherry Jalopies, Inc., stock over the last five years were 18 percent, 11…
A: Geometric return is annualized return found by taking individual return. This return is calculated…
Q: geometric
A: Introduction: The term geometric mean refers to investment's average growth. In other words it is…
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A: Standard deviation is the best meausre of risk. It meausres dispersion around risk. It can be…
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A: The formula used is shown:
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A: We will answer only the first three sub parts for the remaining subparts please resubmit the…
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A: Given: Returns = 10%, -17%, 23%, 15% Average return = 10%
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A: Let Rn be the return in year n. R1 = 14% R2 = - 14% R3 = 16% R4 = 26% R5 = 10%
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A: 95% confidence interval can be calculated using the below formula: Standard error is: Standard…
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: You have run a regression of returns of Devonex, a machine tool manufacturer, against the S&P 500…
A: Please find the answer to the above question below:
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A: In this we have to find out mean return and standard deviation and find out Z score.
Q: A stock had returns of 15.75 percent, 23.01 percent, −9.82 percent, and 9.49 percent over four of…
A: Stock returns over four years is R1=15.75%R2=23.01%R3=-9.82%R4=9.49% Average return of 5 years is…
Q: The S&P 500 index delivered a return of 25%, - 5%, 25%, and 5% over four successive years. What is…
A: Arithmetic Average Annual Return: It is the sum of the annual returns divided by the number of…
Q: b. An Index had an average mean return over last 20 years of 3.88861%. If the beginning index value…
A: We need to use following formula for calculation of value after 20 years Final index value =…
Q: You’ve observed the following returns on Yasmin Corporation’s stock over the past five years: 15…
A: The formula to calculate mean value is given below:
Q: You find a certain stock that had returns of 14 percent, -21 percent, 22 percent, and 11 percent for…
A: Missing Return =(Average Return * 5) - (Total returns in 4 years)
Please calculate the Sharpe measure for the S&P 500 over the last ten years if the standard deviation was 8 percent and the return was 14 percent? |
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- A regression line has an intercept value of 174.71 and slope value of 25.22. What is the predicted value (the y-value) in the 100th period (the x-value is 100)? Round to two decimal places.Suppose the returns on an asset are normally distributed. The historical average annual return for the asset was 5.2 percent and the standard deviation was 10.6 percent. a. What is the probability that your return on this asset will be less than –9.7 percent in a given year? Use the NORMDIST function in Excel® to answer this question. b. What range of returns would you expect to see 95 percent of the time? c. What range of returns would you expect to see 99 percent of the time?Given the following historical returns, calculate the average return and the standard deviation: Year Return 1 14% 2 10% 3 15% 4 11%
- Show your work (use of formula, etc.) in solving the problem. Provide your answer/solution in the answer space provided below. Answer the question: Given the following historical returns, calculate the average return and the standard deviation: Year Return 1 14% 2 10% 3 15% 4 11%Assume the returns from holding an asset are normally distributed. Also assume the average annual return for holding the asset a period of time was 15.3 percent and the standard deviation of this asset for the period was 33.2 percent. Use the NORMDIST function in Excel® to answer the following questions. a. What is the approximate probability that your money will double in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 3 decimal places, e.g., 32.161.) b. What is the approximate probability that your money will triple in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 8 decimal places, e.g., 32.16161616.)Suppose that the current one-year rate (one-year spot rate) and expected one-year T-bill rates over the following three years (i.e., years 2, 3, and 4, respectively) are as follows:1R1 = 6%, E(2r1) = 7%, E(3r1) = 7.5%, E(4r1) = 7.85%Using the unbiased expectations theory, calculate the current (long-term) rates for one-, two-, three-, and four-year-maturity Treasury securities. Plot the resulting yield curve.
- Assume the returns from holding an asset are normally distributed. Also assume the average annual return for holding the asset a period of time was 16.3 percent and the standard deviation of this asset for the period was 33.5 percent. Use the NORMDIST function in Excel® to answer the following questions. a. What is the approximate probability that your money will double in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 3 decimal places, e.g., 32.161.) b. What is the approximate probability that your money will triple in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 8 decimal places, e.g., 32.16161616.) a. b. X Answer is complete but not entirely correct. Probability Probability 0.624 % 0.00000200 X %An investment scheme has outlined its returns for each of the last five years as being -5%, 13%, 23%, 4%, and 3%. What is the STANDARD DEVIATION of the above sample of returns for this investment opportunity?Ten annual returns are listed in the following table: (Click on the following icon o in order to copy its contents into a spreadsheet.) 19.9% 16.6% 18.0% -50.0% 43.3% 1.2% - 16.5% 45.6% 45.2% -3.0% a. What is the arithmetic average retum over the 10-year period? b. What is the geometric average return over the 10-year period? c. If you invested $100 at the beginning, how much would you have at the end? a. What is the arithmetic average return over the 10-year period? The arithmetic average return over the 10-year period is (Round to four decimal places.)
- Assume the returns from holding an asset are normally distributed. Also assume the average annual return for holding the asset a period of time was 16.3 percent and the standard deviation of this asset for the period was 33.5 percent. Use the NORMDIST function in Excel® to answer the following questions. a. What is the approximate probability that your money will double in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 3 decimal places, e.g., 32.161.) b. What is the approximate probability that your money will triple in value in a single year? (Do not round intermediate calculations and enter your answer as a percent rounded to 8 decimal places, e.g., 32.16161616.) a. b. Probability Probability Answer is not complete. 0.624 % %Suppose the returns on an asset are normally distributed. The historical average annual return for the asset was 5.2 percent and the standard deviation was 10.6 percent. a. What is the probability that your return on this asset will be less than -9.7 percent in a given year? Use the NORMDIST function in Excel® to answer this question. Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. b. What range of returns would you expect to see 95 percent of the time? Note: Enter your answers for the range from lowest to highest. A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. c. What range of returns would you expect to see 99 percent of the time? Note: Enter your answers for the range from lowest to highest. A negative answer should be indicated by a minus sign. Do not round intermediate calculations and…Suppose the returns on an asset are normally distributed. The historical average annual return for the asset was 5.7 percent and the standard deviation was 18.3 percent. a. What is the probability that your return on this asset will be less than –4.1 percent in a given year? Use the NORMDIST function in Excel® to answer this question. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What range of returns would you expect to see 95 percent of the time? (Enter your answers for the range from lowest to highest. A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c. What range of returns would you expect to see 99 percent of the time? (Enter your answers for the range from lowest to highest. A negative answer should be indicated by a minus sign. Do not round intermediate calculations…