Use the following scenario analysis for stocks X and Y to answer the questions.
Bear | Normal | Bull | |
Market | Market | Market | |
Probability | 15.00% | 50.00% | 35.00% |
Stock X | -13.00% | 11.00% | 28.00% |
Stock Y | -26.00% | 16.00% | 46.00% |
What is the standard deviation of return for stock X?
Assume you have a $200,000 portfolio and you invest $80,000 in stock X and the remainder in stock Y. What is the expected return for this portfolio? Enter your answer rounded to two decimal places.
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Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal...
Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 35.00% 55.00% 10.00% Stock X -28.00% 9.00% 30.00% Stock Y -16.00% 15.00% 50.00% What is the expected rate of return for stock Y? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box. Use the following...
Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock X -13.00% 11.00% 28.00% Stock Y -26.00% 16.00% 46.00% What is the standard deviation of return for stock Y? Enter your answer rounded to two decimal places. Do not enter % in the answer box. For example, if your answer is 0.12345 or 12.345% then enter as 12.35 in the answer box. Use the following...
Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 35.00% 55.00% 10.00% Stock X -28.00% 9.00% 30.00% Stock Y -16.00% 15.00% 50.00% What is the expected rate of return for stock X? and What is the standard deviation of return for stock Y? Enter your answer rounded to two decimal places.
Use the following scenario analysis for stocks X and Y to answer the questions. Bear Normal Bull Market Market Market Probability 25.00% 45.00% 30.00% Stock X -40.00% 13.00% 55.00% Stock Y -22.00% 8.00% 29.00% Assume you have a $200,000 portfolio and you invest $80,000 in stock X and the remainder in stock Y. If the risk–free rate of return is 3.75%, and we assume that the standard deviation of the excess returns on the portfolio is 15%, what is the...
Use the following scenario analysis for stocks X and Y to answer the questions. Round to the nearest 1/100 of 1% (i.e., 15.07%). Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock X -12.00% 10.00% 21.00% Stock Y -22.00% 14.00% 39.00% 3.a) What are the expected rates of return for stocks X and Y
Q18. Use the following scenario analysis for Stocks X and Y to answer problems. Bear Market Normal Market 0.2 Probability Stock X Bull Market 0.3 50% 10% 0.5 18% 20% -20% -15% Stock Y a) What are the standard deviations of returns on Stocks X and Y? b) Assume that of your $10,000 portfolio, you invest $9,000 in Stock X and $1,000 in Stock Y. What is the expected return on your portfolio?
Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock X -12.00% 10.00% 21.00% Stock Y -22.00% 14.00% 39.00% 3.d) Assume you have a $200,000 portfolio and you invest $70,000 in stock X and the remainder in stock Y. What is the expected return for this portfolio (8 points)?
Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock X -12.00% 10.00% 21.00% Stock Y -22.00% 14.00% 39.00% 3.b) What are the standard deviations for of returns for stocks X and Y ?
Bear Normal Bull Market Market Market Probability 15.00% 50.00% 35.00% Stock X -12.00% 10.00% 21.00% Stock Y -22.00% 14.00% 39.00% 3.c) If the risk–free rate of return is 2.95%, what are the Sharpe Ratios for stocks X and Y (8 points)? (Please assume that the standard deviations of the excess returns are the same as the standard deviations of returns calculated in part b) Given that- i ii iii iv=i*ii v=i*iii vi=i*(ii-10.55%%)^2 vii=i*(iii-17.35%)^2 Probability X Y Expected return X Expected...
Please help. Need step by step instructions. Given: The excess returns of two stocks X and Y and a market portfolio M in the table below over the past 5 years: Year Stock X-Rf Stock Y-Rf Market M-Rf 2010 14.00% 13.00% 12.00% 2011 19.00% 7.00% 10.00% 2012 -16.00% -5.00% -12.00% 2013 3.00% 1.00% 1.00% 2014 20.00% 11.00% 15.00% What is the beta for Stock X and Stock Y?