Using the data in the following table, and the fact that the correlation of A and...

Question

Question

Answer 1

Answer #1

X for =B2-$B$10 B A F G Year А Year 2 1 2| 211 3 4 5 6 7 C Deviation from mean -0.13501 0.0950 0.0250 -0.0350 0.0050 0.0450 O

*Please rate thumbs up

Answer 2

Similar Homework Help Questions

Using the data in the following table, and the fact that the correlation of A and...

Using the data in the following table, and the fact that the correlation of A and B is 0.48, calculate the volatility standard deviation of a portfolio that is 70% invested in stock A and 30% invested in stock B Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A -10% 20% 5% -5% 2% 996 Stock B 21% 30% 7% -3% -8% 25% The standard deviation of the portfolio is 96. (Round to two decimal places.)
thanks! Using the data in the following table, and the fact that the correlation of A...

thanks! 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...

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...

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 )
P 12-10 (similar to) Assigned Media Question Help Using the data in the following table, and...

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...
50% invested in stock A and 50% invested in stock B. the following table, and the...

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

Find the STD of the portfolio and round to two decimal places 12 of 17 (8...

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...

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 &

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.

Using the data in the following table, 2. estimate the: a. Average return and volatility for...

Using the data in the following table, 2. estimate the: a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks, a. Estimate the average return and volatility for each stock. The average return of stock A is _______ %. (Round to two decimal places.)Year201020112012201320142015Stock A-3%16%7%-3%4%6%Stock B16%19%28%-1%-11%25%