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% |
||||
Homework Answers
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2. Using the data in the following table, estimate the average
return and volatility for each...
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%
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.)
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 )
Using the data in the following table, estimate the:
Using the data in the following table, estimate the:a. Average return and volatility for each stock b. Correlation between these two stocks. c. The average return of stock A is %. Year201020112012201320142015Stock A-13%20%9%-6%1%10%Stock B21%33%45%-8%-7%33%
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 0.39, 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.)
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.)
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
Using the data in the table a. What was the average annual return of Microsoft stock...
Using the data in the table a. What was the average annual return of Microsoft stock from 2002-2014? b. What was the annual volatility for Microsoft stock from 2002-2014? Data Table Realized Return for the S&P 500, Microsoft, and Treasury Bills, 2002-2014 Microsoft S&P 500 Dividends S&P 500 Realized 1-Month Realized Return T-Bill Return Year End Index Paid* Return 2001 1148.08 - 22.1% 2002 879.82 14.53 22.0% 1.6% 2003 1111.92 20.80 28.7% 6.8% 1.0% 2004 20.98 10.9% 8.9% 1211.92 1.2%...
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...
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.)
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 )
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.)
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.)
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
Using the data in the table a. What was the average annual return of Microsoft stock from 2002-2014? b. What was the annual volatility for Microsoft stock from 2002-2014? Data Table Realized Return for the S&P 500, Microsoft, and Treasury Bills, 2002-2014 Microsoft S&P 500 Dividends S&P 500 Realized 1-Month Realized Return T-Bill Return Year End Index Paid* Return 2001 1148.08 - 22.1% 2002 879.82 14.53 22.0% 1.6% 2003 1111.92 20.80 28.7% 6.8% 1.0% 2004 20.98 10.9% 8.9% 1211.92 1.2%...
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...
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