Homework Answers
| Sharpe ratio(reward to variability) | ||
| =(Return-risk free rate)/std dev | ||
| =(8-1.6)/45 | ||
| =0.14 |
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A stock has generated an annual average return of 8.0% with a standard deviation...
1. 2. A stock you are looking at has generated the following annual returns: 10.0%, -5.0%...
1.
2.
A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: 11.66 You are incorrect 11.66 A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
1) A stock has generated an annual average return of 9.5% with a standard deviation of...
1) A stock has generated an annual average return of 9.5% with a standard deviation of 40.7% during the last 10 years. If the average risk-free rate was 1.7%, what was this stock's Sharpe Ratio? Round to two decimal places. 2) The standard deviation of a stock's annual returns is 40.4%. The standard deviation of market returns is 24.3%. If the correlation between the returns of the stock and the market is 0.3, what is this stock's beta? Round to...
please answer those two questions 1. 2. A stock you are looking at has generated the...
please answer those two questions
1.
2.
A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
Given the annual average return of a portfolio is 8.3% and the standard deviation is 17.57%....
Given the annual average return of a portfolio is 8.3% and the standard deviation is 17.57%. With a 3% risk-free rate, calculate the Sharpe ratio of this portfolio. (Give the answer up to 2 decimal places)
The last four years of returns for a stock are as follows: Year 1 2 Return...
The last four years of returns for a stock are as follows: Year 1 2 Return -3.6% 28.1% 12.3% 3.8% a. What is the average annual return? b. What is the variance of the stock's returns? c. What is the standard deviation of the stock's returns? a. What is the average annual return? The average return is%. (Round to two decimal places.) b. What is the variance of the stock's returns? The variance of the returns is (Round to five...
The last four years of returns for a stock are as follows: Year123 Return -3.7% 28.2%...
The last four years of returns for a stock are as follows: Year123 Return -3.7% 28.2% 11.6% 3.9% 3.9% a. What is the average annual return? b. What is the variance of the stock's returns? c. What is the standard deviation of the stock's returns? a. What is the average annual return? The average return is % (Round to two decimal places.) b. What is the variance of the stock's returns? The variance of the returns is (Round to five...
8.2 The coefficient of variation is a better measure of stand-alone risk than standard deviation because...
8.2
The coefficient of variation is a better measure of stand-alone risk than standard deviation because it is a standardized measure of risk per unit; it is calculated as the -Select- divided by the expected return. The coefficient of variation shows the risk per unit of return, so it provides a more meaningful risk measure when the expected returns on two alternatives are not -Select- .. The Sharpe ratio compares the asset's realized excess return to its -Select- over a...
stock has a standard deviation of daily returns of 1,23% It wants to determine the lower...
stock has a standard deviation of daily returns of 1,23% It wants to determine the lower boundary, the 5% Value at risk that is based on 1.65 standard deviations from the expected outcome. The stock's expected daily return is 0.3%. Calculate the lower boundary? Interpret the meanings of the results? Show your work 13. (20 points). A stock's average return is beta is 1.5 deviation of the stock's return is 4 perc a) What is the Treynor index for the...
1. We observe the following annual returns on a stock in the past three years. The...
1. We observe the following annual returns on a stock in the past three years. The annual risk- free rate is 5%. Year 2016 2016 | Realized Return | 10% - 2017 300% 2018 -10% 2018 | (a) What is the arithmetic average stock return? (4%) (b) What is the geometric average stock return? (4%) (c) What are the sample mean and standard deviation of the stock return? (8%) (d) What is the stock's Sharpe ratio? (4%) (e) Jessica invests...
A stock's returns have the following distribution: Demand for the Company's Products Weak Below average Average...
A stock's returns have the following distribution: Demand for the Company's Products Weak Below average Average Above average Strong Probability of This Rate of Return If Demand Occurring This Demand Occurs (20%) (13) 0.1 0.3 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:
1.
2.
A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: 11.66 You are incorrect 11.66 A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
please answer those two questions
1.
2.
A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
The last four years of returns for a stock are as follows: Year 1 2 Return -3.6% 28.1% 12.3% 3.8% a. What is the average annual return? b. What is the variance of the stock's returns? c. What is the standard deviation of the stock's returns? a. What is the average annual return? The average return is%. (Round to two decimal places.) b. What is the variance of the stock's returns? The variance of the returns is (Round to five...
The last four years of returns for a stock are as follows: Year123 Return -3.7% 28.2% 11.6% 3.9% 3.9% a. What is the average annual return? b. What is the variance of the stock's returns? c. What is the standard deviation of the stock's returns? a. What is the average annual return? The average return is % (Round to two decimal places.) b. What is the variance of the stock's returns? The variance of the returns is (Round to five...
8.2
The coefficient of variation is a better measure of stand-alone risk than standard deviation because it is a standardized measure of risk per unit; it is calculated as the -Select- divided by the expected return. The coefficient of variation shows the risk per unit of return, so it provides a more meaningful risk measure when the expected returns on two alternatives are not -Select- .. The Sharpe ratio compares the asset's realized excess return to its -Select- over a...
stock has a standard deviation of daily returns of 1,23% It wants to determine the lower boundary, the 5% Value at risk that is based on 1.65 standard deviations from the expected outcome. The stock's expected daily return is 0.3%. Calculate the lower boundary? Interpret the meanings of the results? Show your work 13. (20 points). A stock's average return is beta is 1.5 deviation of the stock's return is 4 perc a) What is the Treynor index for the...
1. We observe the following annual returns on a stock in the past three years. The annual risk- free rate is 5%. Year 2016 2016 | Realized Return | 10% - 2017 300% 2018 -10% 2018 | (a) What is the arithmetic average stock return? (4%) (b) What is the geometric average stock return? (4%) (c) What are the sample mean and standard deviation of the stock return? (8%) (d) What is the stock's Sharpe ratio? (4%) (e) Jessica invests...
A stock's returns have the following distribution: Demand for the Company's Products Weak Below average Average Above average Strong Probability of This Rate of Return If Demand Occurring This Demand Occurs (20%) (13) 0.1 0.3 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:
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