A large cap equity portfolio has a mean return of 11 % and a standard deviation...
A large cap equity portfolio has a mean return of 11 % and a standard deviation of returns of 17 %. Assuming returns are normally distributed, what is the probability that next year's return will be less than or equal to -5 %?
Enter answer as percentage, to two decimal places.
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A large cap equity portfolio has a mean return of 11 % and a
standard deviation...
A portfolio has average return of 13.2 percent and standard deviation of returns of 18.9 percent....
A portfolio has average return of 13.2 percent and standard deviation of returns of 18.9 percent. Assuming that the portfolioi's returns are normally distributed, what is the probability that the portfolio's return in any given year is between -24.6 percent and 32.1 percent? A. 0.815 B. 0.835 ос C. 0.950 D. 0.975 A portfolio has expected return of 13.2 percent and standard deviation of 18.9 percent. Assuming that the returns of the portfolio are normally distributed, what is the probability...
Assume the portfolio returns for a large population of large cap equity funds has a standard...
Assume the portfolio returns for a large population of large cap equity funds has a standard deviation of 6.9 %, and returns are independent across funds. If you are collecting a random sample of fund returns and want the standard deviation of sample mean distribution to be at most 1.5 %, what is the size of the sample you must collect? The answer should be 22.
A portfolio has expected return of 13.2 percent and standard deviation of 18.9 percent. Assuming that the returns of the portfolio are normally distributed, what is the probability that, in any given...
A portfolio has expected return of 13.2 percent and standard deviation of 18.9 percent. Assuming that the returns of the portfolio are normally distributed, what is the probability that, in any given year, the return of the portfolio will be greater than -5.7 percent. A. 0.950 B. 0.840 C. 0.680 D. 0.975
The average return for large-cap domestic stock funds over three years was 14.4%.
You may need to use the appropriate appendix table to answer this question. The average return for large-cap domestic stock funds over three years was 14.4%. Assume the three-year returns were normally distributed across funds with a standard deviation of 4.4%. (a) What is the probability an individual large-cap domestic stock fund had a three-year return of at least 17%? (b) What is the probability an individual large-cap domestic stock fund had a three-year return of 10% or less?(c) How big does the...
An investment strategy's return is normally distributed and has an expected mean of 11 and a...
An investment strategy's return is normally distributed and has an expected mean of 11 and a standard deviation of 5. If investment returns are normally distributed, find the percentage of a randomly selected investment strategy earning a return that is: Zu x-x a) less than 5 b) between 7 and 23
a. The expected rate of return for portfolio A is The standard deviation of portfolio A...
a. The expected rate of return for portfolio A is
The standard deviation of portfolio A is
a. The expected rate of return for portfolio B is
The standard deviation of portfolio B is
Score: 0 of 1 pt | 4 of 9 (2 complete) HW Score: 22.22%, 2 of 9 pts P8-7 (similar to) :& Question Help (Computing the expected rate of return and risk) After a tumultuous period in the stock market, Logan Morgan is considering an investment...
5. Over the last twenty years, the average return and standard deviation of returns of large...
5. Over the last twenty years, the average return and standard deviation of returns of large cap value stocks are 8.5% and 15.2%, and the average return and standard deviation of returns of fixed income portfolio are 5.3% and 3.4%. Suppose that over the next year the expected returns and risks of the two asset classes will remain the same as what happened in the last twenty years. Further assume that you can invest in a riskless asset with 2%...
Given the following information, calculate the expected return and standard deviation for a portfolio that has...
Given the following information, calculate the expected return and standard deviation for a portfolio that has 27 percent invested in Stock A, 28 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Returns State of Economy Boom Bust Probability of State of Economy 0.30 0.70 Stock A 16% 17 Stock B 19% Stock C 26% -17 Expected return Standard deviation
Assume that a portfolio of stocks had an average return of 12% and a standard deviation...
Assume that a portfolio of stocks had an average return of 12% and a standard deviation of 19% over a certain holding period. In which range do the returns fall 99% of the time, assuming the returns are distributed normally? Multiple Choice between -26% and 50% between -45% and 69% between -7% and 31% between -17% and 48%
The average return for large-cap domestic stock funds over the three years 2009–2011 was 14.5%. Assume...
The average return for large-cap domestic stock funds over the three years 2009–2011 was 14.5%. Assume the three-year returns were normally distributed across funds with a standard deviation of 4.7%. a. What is the probability an individual large-cap domestic stock fund had a three-year return of at least 20% (to 4 decimals)? b. What is the probability an individual large-cap domestic stock fund had a three-year return of 10% or less (to 4 decimals)? c. How big does the return...
A portfolio has average return of 13.2 percent and standard deviation of returns of 18.9 percent. Assuming that the portfolioi's returns are normally distributed, what is the probability that the portfolio's return in any given year is between -24.6 percent and 32.1 percent? A. 0.815 B. 0.835 ос C. 0.950 D. 0.975 A portfolio has expected return of 13.2 percent and standard deviation of 18.9 percent. Assuming that the returns of the portfolio are normally distributed, what is the probability...
An investment strategy's return is normally distributed and has an expected mean of 11 and a standard deviation of 5. If investment returns are normally distributed, find the percentage of a randomly selected investment strategy earning a return that is: Zu x-x a) less than 5 b) between 7 and 23
a. The expected rate of return for portfolio A is
The standard deviation of portfolio A is
a. The expected rate of return for portfolio B is
The standard deviation of portfolio B is
Score: 0 of 1 pt | 4 of 9 (2 complete) HW Score: 22.22%, 2 of 9 pts P8-7 (similar to) :& Question Help (Computing the expected rate of return and risk) After a tumultuous period in the stock market, Logan Morgan is considering an investment...
5. Over the last twenty years, the average return and standard deviation of returns of large cap value stocks are 8.5% and 15.2%, and the average return and standard deviation of returns of fixed income portfolio are 5.3% and 3.4%. Suppose that over the next year the expected returns and risks of the two asset classes will remain the same as what happened in the last twenty years. Further assume that you can invest in a riskless asset with 2%...
Given the following information, calculate the expected return and standard deviation for a portfolio that has 27 percent invested in Stock A, 28 percent in Stock B, and the balance in Stock C. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Returns State of Economy Boom Bust Probability of State of Economy 0.30 0.70 Stock A 16% 17 Stock B 19% Stock C 26% -17 Expected return Standard deviation
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