For the past two years, S&P 500 Index has the annual returns of 9% and 22%....
For the past two years, S&P 500 Index has the annual returns of 9% and 22%. FB stock has the annual returns of 32% and 27%. Based on the information, compute the beta for FB stock.
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For the past two years, S&P 500 Index has the annual returns
of 9% and 22%....
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (ii) Compute the sample variance for Y (รื่.) and sample correlation between X and Y (Txy).
Realized Return for the S&P 500, Microsoft, and Treasury Bills, 2002-2014 S&P 500 Index Dividends Paid...
Realized Return for the S&P 500, Microsoft, and Treasury Bills, 2002-2014 S&P 500 Index Dividends Paid S&P 500 Realized Return Microsoft Realized Return 1-Month T-Bill Return Year End 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 1148.08 879.82 1111.92 1211.92 1248.29 418.30 1468.36 903.25 1115.10 1257.64 1257.60 1426.19 1848.36 2058.90 20.80 20.98 23.15 -22.1% 28.7% 109% -22 0% 6.8% 89% 15.8% 5.5% -37.0% 26 5% 158% 20.8% -44.4% 60 5% -65% -4.5% 4.8% 47%...
You have the following data on (1) the average annual returns of the S&P 500 for...
You have the following data on (1) the average annual returns of the S&P 500 for the past 5 years and (2) similar information on Stocks A and B. Which of the possible answers best describes the historical betas for A and B? $&P 500 Stock A StockB Years 0.03 0.16 0.05 2 -0.05 -0.20 0.05 0.05 3 0.01 0.18 -0.10 -0.25 0.05 0.14 0.05 0.06 ObA 0; bg+1.0 ObA 0: bp 0.0. O bA 0; bg-1.0 bA 0: be...
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (iv) Suppose further that X = 0.0001 and 8x = 0.02711201. Construct the 90% forecast interval for the...
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 Suppose that the model satisfies the usual SLR model assumptions, and that the SST for Y is 0.355....
Let Y and X be weekly excess returns of a US firm and S&P 500 index...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (vii) When explaining the firm's analysis to an investor, a junior analyst suddenly found that he misplaced Y...
The expected return of the S&P 500 Index is 10% and a Treasury Bill currently has...
The expected return of the S&P 500 Index is 10% and a Treasury Bill currently has an expected return of 2.5%. According to stock analysts, Ingrid Corp stock has an expected return of 15%. You should buy this stock if you believe the following: Ingrid Corp’s beta is 1.6. You should buy the stock, regardless of the stock’s beta. Ingrid Corp’s beta is 2.1. Not enough information given to make an informed decision. You should never buy the stock.
Given the sample of returns of the Top Black Asphalt Company and the S&P 500 index,...
Given the sample of returns of the Top Black Asphalt Company and the S&P 500 index, calculate Top Black's covariance and beta. Year Rm(Market) +8% +2% Rs(Top Black) +15% + 6% -10% 0% 4% -7% 3% 2
The expected return of the S&P 500 stock index is 9% and the risk-free rate is...
The expected return of the S&P 500 stock index is 9% and the risk-free rate is 2%. Using your birthdate as decimal number as the beta for your portfolio. What would you expect the return on your portfolio to be as a percentage? For example if your birthday is September 7th, you would use a beta of 0.907. If you birthday was January 14th, your beta you would use is 0.114. If you birthday is October 3rd, you would use...
The S&P 500, a benchmark index, tracking the performance of large U.S. equities has historically returned...
The S&P 500, a benchmark index, tracking the performance of large U.S. equities has historically returned 8.5% per annum. The average active fund manager typically earns approximately 75% of the S&P 500 and charges higher annual fees. For reference, +90% of individual, non-professional investors lose money. Calculate the accumulated account balance in 20 years based on the following assumptions. S&P 500 index fund generates 8.5% annual return and charges a 0.25% annual fee Active manager generates 75% of S&P 500...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (ii) Compute the sample variance for Y (รื่.) and sample correlation between X and Y (Txy).
Realized Return for the S&P 500, Microsoft, and Treasury Bills, 2002-2014 S&P 500 Index Dividends Paid S&P 500 Realized Return Microsoft Realized Return 1-Month T-Bill Return Year End 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 1148.08 879.82 1111.92 1211.92 1248.29 418.30 1468.36 903.25 1115.10 1257.64 1257.60 1426.19 1848.36 2058.90 20.80 20.98 23.15 -22.1% 28.7% 109% -22 0% 6.8% 89% 15.8% 5.5% -37.0% 26 5% 158% 20.8% -44.4% 60 5% -65% -4.5% 4.8% 47%...
You have the following data on (1) the average annual returns of the S&P 500 for the past 5 years and (2) similar information on Stocks A and B. Which of the possible answers best describes the historical betas for A and B? $&P 500 Stock A StockB Years 0.03 0.16 0.05 2 -0.05 -0.20 0.05 0.05 3 0.01 0.18 -0.10 -0.25 0.05 0.14 0.05 0.06 ObA 0; bg+1.0 ObA 0: bp 0.0. O bA 0; bg-1.0 bA 0: be...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (iv) Suppose further that X = 0.0001 and 8x = 0.02711201. Construct the 90% forecast interval for the...
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 Suppose that the model satisfies the usual SLR model assumptions, and that the SST for Y is 0.355....
Let Y and X be weekly excess returns of a US firm and S&P 500 index for the past two years, respectively. The regression output for this data set in shown in the table below: (You can actually download similar data from http://finance.yahoo.com/) Variable Coefficient Intercept -0.008194 1.690067 t-value p-value 0.0282 12.392<2×10-16 s.e. 0.003680-2.22 7 0.136379 n 103 R 0.6033 s 0.03734 (vii) When explaining the firm's analysis to an investor, a junior analyst suddenly found that he misplaced Y...
Given the sample of returns of the Top Black Asphalt Company and the S&P 500 index, calculate Top Black's covariance and beta. Year Rm(Market) +8% +2% Rs(Top Black) +15% + 6% -10% 0% 4% -7% 3% 2
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