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standard deviation is calculated using excel function : stdev.s.
Using the data in the following table, and the fact that the correlation of A and...
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Using the data in the following table, and the fact that the correlation of A and B is 0.49, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 8% 20% 2009 10% 36% 2010 5% 2011 -9% 2012 5% 2013 10% 31% The standard deviation of the portfolio is %. (Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and B is 0.39, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B. Realized Returns Year Stock A Stock B 2008 - 11% 16% 2009 12% 38% 2010 5% 3% 2011 -1% -8% 2012 3% - 13% 2013 34% The standard deviation of the portfolio is %. (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 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 )
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
P 12-10 (similar to) Assigned Media Question Help Using the data in the following table, and the fact that the correlation of A and B is 0 27, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B. Realized Returns Stock A Stock B -7% 29% 13% 13% - 2% - 11% 28% Year 2008 2009 2010 2011 2012 2013 31% - 10% P ma za The standard deviation...
Find the STD of the portfolio and round to two decimal places
12 of 17 (8 complete) HW Score: 37%, 37 of 100 pts Score: 0 of 3 pts P 12-10 (similar to) Assigned Media Question Help Using the data in the following table, and the fact that the correlation of A and B is 0.55, calculate the volatility (standard deviation) of a portfolio that is 50% invested in stock A and 50% invested in stock B the sprea Realized...
2. Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 2008 4% 22% 2009 18% 25% 2010 8% 4% 2011 7% 10% 2012 3% 3% 2013 7%
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.
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...