Z figure corresponding to 95% confidence interval = 1.96 that can be approximated by 2.
Hence, 95% confidence interval = Average ± z x tandard deviation = 11% ± 2 x 20.6% = -30.2%, 52.2%
Hence, the correct answer is the last option ie. option D.
The average annual return over the period 1926-2009 for the S&P 500 is 11%, and the...
The average annual return over the period 1926-2009 for the S&P 500 is 12.0%, and the standard deviation of returns is 21.3%. Based on these numbers, what is a 95% confidence interval for 2010 returns? 56) A) -30.6%, 54.6% B) -1.5%, 21.8% C) -10.7%, 32.8% D) -30.6%, 76.4%
The average annual return over the period 1926-2009 for small stocks is 21.1%, and the standard deviation of returns is 21.1%. Based on these numbers, what is a 95% confidence interval for 2010 returns? OA. 0%, 42.2% OB. - 21.1%, 63.3% OC. – 10.6%, 31.7% OD.-21.1%, 42.2% Click to select your answer
The average annual return over the period 1926-2009 for the S&P 500 is 11.511.5%, and the standard deviation of returns is 20.1 %20.1%. Based on these numbers, what is a 95% confidence interval for 2010 returns? A. negative 1.4−1.4%, 20.720.7% B. negative 28.7−28.7%, 72.472.4% C. negative 28.7−28.7%, 51.751.7% D. negative 10−10%, 3131%
The average annual return over the period 1886-2006 for stocks that comprise the S&P 500 is 10%, and the standard deviation of returns is 25%. Based on these numbers what is a 95% confidence interval for 2007 returns? OA. -40%, 60% OB. -20%, 30% O c. - 30%, 50% OD. -25%, 45%
-30.9%, 53.5% A -1.5%, 21.4% B -10.8%, 32.1% C 30.9%, 74.9% D The average annual return over the period 1926-2009 for the S&P 500 is 11.3%, and the standard deviation of returns is 21.1%. Based on these numbers, what is a 95% confidence interval for 2010 returns?
The average annual return over the period 1886-2006 for stocks that comprise the S&P 500 is 10%, and the standard deviation of returns is 30%. Based on these numbers what is a 95% confidence interval for 2007 returns?
11.2-33 Question Help The average annual return over the period 1886-2006 for stocks that comprise the S&P 500 is 5%, and the standard deviation of returns is 15%. Based on these numbers, what is a 95% confidence interval for 2007 returns? A. -25%, 25% В. — 15%, 25% С. - 12.5%, 17.5% D. -25%, 35%
4. Suppose that a stock gave a realized return of 20% over a two-year time period and a 10% return over the third year. The geometric average annual return is ________. (2 points) A) 8.28% B) 12.43% C) 14.08% D) 16.57% 5. Bear Stearns' stock price closed at $98, $103, $58, $29, $4 over five successive weeks. The weekly standard deviation of the stock price calculated from this sample is ________. (2 points) A) $30.07 B) $49.40 C) $42.96 D)...
Problem 6-20 Refer the table below on the average risk premium of the S&P 500 over T-bills and the standard deviation of that risk premium Suppose that the S&P 500 is your risky portfolio Sharpe Period 1926-2015 1992-2015 1970-1991 1948-1969 1926-1947 Average Annual Returns S&P 500 1-Month Portfolio T-Bills T 11.77 3.47 110.79 2.66 12.87 14.14 2.70 9.25 8.91 Risk Premium 8.30 8.13 5.33 11.44 S&P 500 Portfolio Standard Deviation 20.59 18.29 18.20 17.67 27.99 0.40 0.44 0.29 0.3e o....
Refer the table below on the average risk premium of the S&P 500 over T-bills and the standard deviation of that risk premium. Suppose that the S&P 500 is your risky portfolio. Period 1926-2015 1992–2015 1970–1991 1948-1969 1926-1947 Average Annual Returns S&P 500 1-Month Portfolio T-Bills 11.77 3.47 10.79 2.66 12.87 7.54 14.14 2.70 9.25 0.91 S&P 500 Portfolio Risk Standard Premium Deviation 8.30 20.59 8.13 18.29 5.33 18.20 11.44 17.67 8.33 27.99 Sharpe Ratio 0.40 0.44 0.29 0.65 0.30...