Stock A Stock B
2005 -1 20
2006 17 32
2007 10 2
2008 -10 -9
2009 3 -15
2010 12 26
Using the data in the following table, and the fact that the correlation of A and B is 0.64, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B.
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Stock A Stock B 2005 -2 17 2006 20 21 2007 9 2 2008 -1 -3 2009 4 -5 2010 12 24 Using the data in the following table, and the fact that the correlation of A and B is 0.53, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B.
Stock XStock Y Realized Realized Year End 2004 2005 2006 2007 2008 Return 20.1% 727% -2.57% 565% 67% Stock Z Realized Return 02% -32% -27.0% 27.9% Return -14.6% 43% -58.1% 2009 17.9% 09% -11.3% Q5. The covariance between Stock X's and Stock Y's returns is closest to: A) 0.10 B) 0.29 C) 0.12 D) 0.69 Q6. The Volatility on Stock X's returns is closest to: A)35% B) 10% C) 13% D) 42%
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004-2009 are unbiased estimators of expected returns and future volatility. stock A 4.5 stock B 14...
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The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -8% 22% 7% -3% 4% 11% Stock B 20% 6% 29% -4% -9% 24% Suppose you create a portfolio that is 60% invested in stock A and 40% invested in stock B. The correlation between the returns of the two stocks is 6.27% (a) Calculate the expected return...
Year End 2004 2005 2006 2007 2008 Stock XStock Y Realized Realized Return -14.6% 42% -58.1% Return 20.1% 727% 257% 569% 67% Stock Z Realized Return 0.2% -32% 27.9% 2009 05% -11.3%
50% invested in stock A and 50% invested in stock B. the following table, and the fact that the correlation of A and B is 0.47, calculate the volatility (standard deviation) of a portfolio that Using the data Realized Returns Stock B Stock A Year - 5 % 19% 2008 35% 8% 2009 7% 8% 2010 -9% -2% 2011 -14 % 2% 2012 27% 12% 2013 . (Round to two decimal places.) The standard deviation of the portfolio is
Using the data in the following table, and the fact that the correlation of A and B is 0.35, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 18% The standard deviation of the portfolio is Џ96 (Round to two decimal places)
Using the data in the following table, and the fact that the correlation of A and B is 0.35 calculate the volatility standard deviation of a portfolio thatis 50% ınvested in stock A and 50% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -2% 10% 5% -4% 2% 7% Stock B 28% 26% 5% 1% 18% The standard deviation of the portfolio is「% (Round to two decimal places )
Coca-Cola Revenues ($ millions), 2005-2010 Quarter 2005 2006 2007 2008 Qtri 5,196 5,109 6,065 7,360 Qtr2 6,300 6,455 7,695 9,035 Qtr3 6,027 6,402 7,652 8,299 Otr4 5,541 5,895 7,293 7,015 2009 2010 7,130 7,700 8,212 8,655 8,015 8,407 7,468 10,475 Click here for the Excel Data File (2-1) Use MegaStat or Minitab to deseasonalize Coca-Cola's quarterly data. (Round your answers to 3 decimal places.) 2 3 2005 2006 2007 2008 2009 2010 mean (a-2) State the adjusted four quarterly indexes....
Pro Forma Income Statement for Ideko, 2005-2010 2009 Year 2005 2006 2007 2008 2010 Income Statement (000) 1 Sales 75,000 119,777 138,149 158,526 103,234 88,358 2 Cost of Goods Sold (16,000) (18,665) (21,593) (18,000) (21,622) (25,757) (24,808) (28,333) (32,193) (30,471) (35,834) (41,925) 84.407 3 Raw Materials 4 Direct Labor Costs 41,000 48,071 55,883 64,498 73.982 5 Gross Profit 6 Sales and Marketing 7 Administrative (11,250) (14,579) (13,500) (13,254) 16.250 20,238 (18,582) (31,705) (20,608) (23,356) (27,630) (16,769) (17,959) 24,373 28,393 (15.485)...