Over the course of a year, the log return on a stock market index is 11.2%....
Over the course of a year, the log return on a stock market index is 11.2%. The starting value of the index is 100. What is the value at the end of the year?(please show the formula of log return first)
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Over the course of a year, the log return on a stock market
index is 11.2%....
At the beginning of the year, you bought 100 shares of Microsoft common stock for $105, and over the course of the year,...
At the beginning of the year, you bought 100 shares of Microsoft common stock for $105, and over the course of the year, the company paid a dividend of $3 per share. At the end of the year, you sell your 100 shares for $80. The inflation rate for the year was 4 percent. What is the nominal return of your investment?
Over a 40-year period, an asset had an arithmetic return of 11.2 perces and a geome...
Over a 40-year period, an asset had an arithmetic return of 11.2 perces and a geome return of 9.4 percent Using Blume's formula, what is your best estimate of the future annu returns over 5 years? 10 years? 20 years? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) 5 years 10 years 20 years . . .
You are given the following for last year: The stock market index had a return of...
You are given the following for last year: The stock market index had a return of 10% with a standard deviation of return of 14%. An actively-managed portfolio (X) had a return of 16% with a standard deviation of 28%. The risk-free interest rate last year was 2%. What was the M-squared measure for portfolio X? O O O O O
3. A stock index consists of the market value of a collection of stocks. The rate...
3. A stock index consists of the market value of a collection of stocks. The rate of return on stock of 1900-1999, the Standard & ollows an approximately normal distribution. In th oor's 500 index, abbreviated S & P 500, bes produced ar average annual return of approximately with a standard deviation of about 18% (a) In what range do the middle 50% of allstocks yearly returns lie? (As with other problems, it may help to araw a picture.) Answer:...
You build a binomial model with one period and assert that over the course of a year the stock price will either rise by...
You build a binomial model with one period and assert that over the course of a year the stock price will either rise by a factor of 1.5 or fall by a factor of ⅔. What is your implicit assumption about the volatility of the stock's rate of return over the next year? please SHOW working out
Problem 1: (SS) How to form a stock market index? At the end of 2016, we...
Problem 1: (SS) How to form a stock market index? At the end of 2016, we want to create a brand new index to measure the performance of country X's stock market. Assume there are currently two public companies that operate in country X: Company A and Company B In the year 2016, the four companies' stock prices and share outstanding were as follows Company Name Company A Company Share Outstandin 1000 1000 Market Capitalization Price 10 20 Total let's...
The level of the Syldavian market index is 22,100 at the start of the year and...
The level of the Syldavian market index is 22,100 at the start of the year and 26,600 at the end. The dividend yield on the index is 4.6%. a. What is the return on the index over the year? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Return b. If the interest rate is 8%, what is the risk premium over the year? (Do not round intermediate calculations. Enter your answer as...
Plz answer question A 1.3 Month Return of Stock A Return of Market Index 2.3 2.5...
Plz answer question A
1.3 Month Return of Stock A Return of Market Index 2.3 2.5 5.0 3 1.9 0.8 4 2.4 1.9 2.1 1.1 a. Find Covariance of return of stock A and return of Market Index (0.5% of your total grade) b. Find Correlation Coefficients of stock A and return of Market Index (0.5% of your total grade)
If you invested $1,000,000 (converting it to Moroccan currency), in a Morocco stock market index fund/the...
If you invested $1,000,000 (converting it to Moroccan currency), in a Morocco stock market index fund/the Morocco stock market for a year, and then converted the proceeds back to dollars, what would be the estimated return on your investment at the end of the year? Take into account all factors in Morocco.
THe risk-free rate of return is 4.5%. Expected return on market index is 7.2%. Correlation of...
THe risk-free rate of return is 4.5%. Expected return on market index is 7.2%. Correlation of stocks purchased with the market index increased from .6 to .8, and the standard deviation of the stock and market index is 25.7% and 16.4% respectively. Expected return on the stock is what?
Over a 40-year period, an asset had an arithmetic return of 11.2 perces and a geome return of 9.4 percent Using Blume's formula, what is your best estimate of the future annu returns over 5 years? 10 years? 20 years? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) 5 years 10 years 20 years . . .
You are given the following for last year: The stock market index had a return of 10% with a standard deviation of return of 14%. An actively-managed portfolio (X) had a return of 16% with a standard deviation of 28%. The risk-free interest rate last year was 2%. What was the M-squared measure for portfolio X? O O O O O
3. A stock index consists of the market value of a collection of stocks. The rate of return on stock of 1900-1999, the Standard & ollows an approximately normal distribution. In th oor's 500 index, abbreviated S & P 500, bes produced ar average annual return of approximately with a standard deviation of about 18% (a) In what range do the middle 50% of allstocks yearly returns lie? (As with other problems, it may help to araw a picture.) Answer:...
Problem 1: (SS) How to form a stock market index? At the end of 2016, we want to create a brand new index to measure the performance of country X's stock market. Assume there are currently two public companies that operate in country X: Company A and Company B In the year 2016, the four companies' stock prices and share outstanding were as follows Company Name Company A Company Share Outstandin 1000 1000 Market Capitalization Price 10 20 Total let's...
The level of the Syldavian market index is 22,100 at the start of the year and 26,600 at the end. The dividend yield on the index is 4.6%. a. What is the return on the index over the year? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Return b. If the interest rate is 8%, what is the risk premium over the year? (Do not round intermediate calculations. Enter your answer as...
Plz answer question A
1.3 Month Return of Stock A Return of Market Index 2.3 2.5 5.0 3 1.9 0.8 4 2.4 1.9 2.1 1.1 a. Find Covariance of return of stock A and return of Market Index (0.5% of your total grade) b. Find Correlation Coefficients of stock A and return of Market Index (0.5% of your total grade)
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