Assume the following stock price history for the previous 10 trading days: 53.45 53.55 55.09 52.58...
Assume the following stock price history for the previous 10 trading days:
|
53.45 |
|
53.55 |
|
55.09 |
|
52.58 |
|
52.17 |
|
51.24 |
|
50.49 |
|
48.96 |
|
49.03 |
|
48.87 |
Calculate the daily holding period returns (there will be 9 of them). Then calculate the mean and standard deviation of the returns.
Homework Answers
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Assume the following stock price history for the previous 10
trading days:
53.45
53.55
55.09
52.58...
For 300 trading days, the daily closing price of a stock (in $) is well modeled...
For 300 trading days, the daily closing price of a stock (in $) is well modeled by a Normal model with mean $196.12 and standard deviation $7.12 According to thismodel, what cutoff value of price would separate the a) lowest 11% of the days? b) highest 0.77%? c) middle 52%? d) highest 50%?
For 300 trading days, the daily closing price of a stock (in $) is well modeled...
For 300 trading days, the daily closing price of a stock (in $) is well modeled by a Normal model with mean $195.61 and standard deviation $7.15. According to this model, what cutoff value of price would separate the a) lowest 11% of the days? b) highest 0.86%? c) middle 58%? d) highest 50%?
7.CE.28 Question Help For 300 trading days, the daily closing price of a stock (in 5)...
7.CE.28 Question Help For 300 trading days, the daily closing price of a stock (in 5) is well modeled by a Normal model with mean S19732 and standard deviation $7.19 According to this model, what is the probability that on a randomly selected day in this period the stock price closed as follows a) above $204.51? b) below $211.707 c) between $182 94 and $211.707 d) Which would be more unusual, a day on which the stock price closed above...
Assume the returns of a stock for the previous five years are as follows: 10%, 6%, 5%, 9% and 10%? What is the historica...
Assume the returns of a stock for the previous five years are as follows: 10%, 6%, 5%, 9% and 10%? What is the historical standard deviation of this stock? If the returns are normally distributed, what is the range of returns expected using a 99% level of confidence? If the stock price is currently $30, what is the expected maximum and minimum price of the stock at the end of the year assuming 95% level of confidence. Assume no dividend...
The closing stock price of Ahmadi, Inc. for a sample of 10 trading days is shown...
The closing stock price of Ahmadi, Inc. for a sample of 10 trading days is shown below. Day 1 Stock Price 78 2 67 3 81 4 88 5 74 6 90 7 92 8 86 9 93 10 81 For the above sample, compute the following measures. The mean The median The mode The range
The closing stock price of Ahmadi, Inc. for a sample of 10 trading days is shown...
The closing stock price of Ahmadi, Inc. for a sample of 10 trading days is shown below. Day Stock Price 1 83 2 77 3 81 4 88 5 75 6 90 7 91 8 86 9 93 10 86 For the above sample, compute the following measures. a. The mean b. The median c. The mode d. The range
Question 4 (10 marks A stock sells for $70 a share. Its dividend payout and end-of-year...
Question 4 (10 marks A stock sells for $70 a share. Its dividend payout and end-of-year price depend on the state of the economy as follows: Boom Normal Recession Dividend $2.00 $1.00 $0.50 Stock Price $80 $73 $40 Assume all three scenarios are equally likely. Give your answers in 4 d.p. (a) Calculate the holding period returns for each scenarios respectively. (b) Calculate the expected holding-period return. (c) Calculate the standard deviation of the holding-period return.
Year Stock A returns (%) -18 33 1998 1999 2000 2001 2002 Stock B returns (%)...
Year Stock A returns (%) -18 33 1998 1999 2000 2001 2002 Stock B returns (%) -14.5 21.8 30.5 -7.6 26.3 15 -0.50 a) Calculate the average return for each stock during the period 1998 through 2002. (8 marks) b) Assume that someone held a portfolio consisting of 50 percent stock A and 50 percent stock B. What would have been the realized rate of return on the portfolio in each year from 1998 through 2002? What would have been...
Question 11 (1 point) The daily stock price for International Business Machines (IBM) historically has followed...
Question 11 (1 point) The daily stock price for International Business Machines (IBM) historically has followed an approximately normal distribution (when adjusting for inflation) with a mean of $134.915 and standard deviation of $4.3786 Approximately 20.13% of days IBM had a stock price less than what dollar amount? 1) We do not have enough information to calculate the value. 2) 131.25 3) 118.87 4) 150.96 5) 138.58
Stat 255 Project 3 due Wednesday, April 22 Write R code to solve the following problems, Make sur...
I am just wanting the first question answered.
Stat 255 Project 3 due Wednesday, April 22 Write R code to solve the following problems, Make sure to include descriptions and explanation in your cod Save them in a file named project3-yourname.R and email them to ysarolousi.edu be date. A model for stock prices Let S, be the closing price of a stock at the end of day j, where j model for the evolution of the future daily closing prices:...
7.CE.28 Question Help For 300 trading days, the daily closing price of a stock (in 5) is well modeled by a Normal model with mean S19732 and standard deviation $7.19 According to this model, what is the probability that on a randomly selected day in this period the stock price closed as follows a) above $204.51? b) below $211.707 c) between $182 94 and $211.707 d) Which would be more unusual, a day on which the stock price closed above...
Question 4 (10 marks A stock sells for $70 a share. Its dividend payout and end-of-year price depend on the state of the economy as follows: Boom Normal Recession Dividend $2.00 $1.00 $0.50 Stock Price $80 $73 $40 Assume all three scenarios are equally likely. Give your answers in 4 d.p. (a) Calculate the holding period returns for each scenarios respectively. (b) Calculate the expected holding-period return. (c) Calculate the standard deviation of the holding-period return.
Year Stock A returns (%) -18 33 1998 1999 2000 2001 2002 Stock B returns (%) -14.5 21.8 30.5 -7.6 26.3 15 -0.50 a) Calculate the average return for each stock during the period 1998 through 2002. (8 marks) b) Assume that someone held a portfolio consisting of 50 percent stock A and 50 percent stock B. What would have been the realized rate of return on the portfolio in each year from 1998 through 2002? What would have been...
Question 11 (1 point) The daily stock price for International Business Machines (IBM) historically has followed an approximately normal distribution (when adjusting for inflation) with a mean of $134.915 and standard deviation of $4.3786 Approximately 20.13% of days IBM had a stock price less than what dollar amount? 1) We do not have enough information to calculate the value. 2) 131.25 3) 118.87 4) 150.96 5) 138.58
I am just wanting the first question answered.
Stat 255 Project 3 due Wednesday, April 22 Write R code to solve the following problems, Make sure to include descriptions and explanation in your cod Save them in a file named project3-yourname.R and email them to ysarolousi.edu be date. A model for stock prices Let S, be the closing price of a stock at the end of day j, where j model for the evolution of the future daily closing prices:...
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