You have been following a stock for 4 years and the following is its past returns:...
You have been following a stock for 4 years and the following is its past returns: Year 1: 5% Year 2: 15% Year 3: -10% Year 4: -15% Assume normal distribution, what is the value at risk (VaR) at 5% for this stock?
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You have been following a stock for 4 years and the following is
its past returns:...
Stock A and Stock B produced the following returns during the past five years (Year -1...
Stock A and Stock B produced the following returns during the past five years (Year -1 is one year ago, Year -2 is two years ago, and so forth): Year Stock A's Returns Stock B's Return -1 -16.00% -13.00% -2 31..40 28.00 -3 14.00 28.00 -4 -1.20 -7.40 -5 25.00 26.30 a. Calculate the average rate of return for each stock during the past five years. b. Assume that someone held a portfolio consisting of 50 percent Stock A and...
5. Stock x, stock Y, and the market have had the following returns over the past...
5. Stock x, stock Y, and the market have had the following returns over the past four years. х Y Market 11% Year 1999 2000 2001 2002 10% 4% 7% 12% -3% 21% -5% 17% 12% -3% -2% The risk-free rate is 7 percent. The market risk premium is 5 percent. What is the required rate of return for a portfolio that consists of $14,000 invested in Stock X and $6,000 invested in Stock y rates of return?
You have been following a stock for 3 months and the following is its past return...
You have been following a stock for 3 months and the following is its past return Year 1 12% Year 2: 13% Year 36% What is the standard deviation of the stock based on the historical data? (Put the answer in decimal points instead of percentage) > Moving to another question will save this response
1. We observe the following annual returns on a stock in the past three years. The...
1. We observe the following annual returns on a stock in the past three years. The annual risk- free rate is 5%. Year 2016 2016 | Realized Return | 10% - 2017 300% 2018 -10% 2018 | (a) What is the arithmetic average stock return? (4%) (b) What is the geometric average stock return? (4%) (c) What are the sample mean and standard deviation of the stock return? (8%) (d) What is the stock's Sharpe ratio? (4%) (e) Jessica invests...
Stock X and the "market" have had the following rates of returns over the past four...
Stock X and the "market" have had the following rates of returns over the past four years. Year 1 Stock X 12.00% 5.00% 11.00% 2 Market 13.80% 1.65% 13.70% -2.7296 3 4 -7.00% 62% of your portfolio is invested in Stock X and the remaining 38% is invested in Stock Y. The risk-free rate is 5.24% and the market risk premium is also 5.24%. You estimate that 14.11% is the required rate of return on your portfolio. What is the...
3. (Chapter 10) You have observed the following returns on Sonora Data Corp.’s stock over the...
3. (Chapter 10) You have observed the following returns on Sonora Data Corp.’s stock over the past 5 years: 25%, 12%, 17%, -11%, and 7%. a. What was the arithmetic average return on SDC's stock over this five-year period? b. What was the variance of SDC's returns over this period? The standard deviation? Now suppose the average inflation rate over this period was 3% and the average T-bill rate over the period was 4%. c. What was the average real...
Over the past six years, the returns to Green Country Energy stock has been: 14 percent,...
Over the past six years, the returns to Green Country Energy stock has been: 14 percent, -7 percent, 17 percent, 15 percent, 2 percent, and -10 percent. What is the geometric average return? 9.85% O 6.24% None of these are correct. 8.15% O 4.60%
HOW TO CALCULATE THESE QUESTIONS? 1. The historical returns for the past three years for Stock...
HOW TO CALCULATE THESE QUESTIONS? 1. The historical returns for the past three years for Stock B and the stock market portfolio were Stock B: 24 percent, 0 percent, 24 percent; market portfolio: 10 percent, 12 percent, 20 percent. If the risk-free rate is 4 percent, calculate the market risk premium. A. 18.1 percent B. 14.0 percent C. 10.0 percent D. 6.0 percent 2. The historical returns for the past three years for Stock B and the stock market portfolio...
You have observed the following returns on Rogers Ltd shares over the past 5 years: (16%,...
You have observed the following returns on Rogers Ltd shares over the past 5 years: (16%, 12%, -28%, -7% and 29%) a) What was the average return on Rogers Ltd shares over this five year period? Show workings b) What was the variance of Rogers Ltd shares’ returns over this period? What was the standard deviation? Following from the above, suppose the average inflation rate over this period was 1.2% and the average cash rate over the period was 2.1%...
Asset Past 5 years Past 10 Years Past 50 years Stock market 9.5% 5.6% 6.3% Long...
Asset Past 5 years Past 10 Years Past 50 years Stock market 9.5% 5.6% 6.3% Long term bonds 7.2% 3.3% 4.2% Short term treasuries 1% 2.1% 3.1% Given the information above Current yield on a 10-year to maturity bond if 0.8% and for short term treasury is 1.25%. The beta of a company 'ABC' estimated from regression of monthly returns over the past 5, 10 and 50 years is (in correspond) 0.6, 1.3, 1.8. Question1: What is estimation of the...
5. Stock x, stock Y, and the market have had the following returns over the past four years. х Y Market 11% Year 1999 2000 2001 2002 10% 4% 7% 12% -3% 21% -5% 17% 12% -3% -2% The risk-free rate is 7 percent. The market risk premium is 5 percent. What is the required rate of return for a portfolio that consists of $14,000 invested in Stock X and $6,000 invested in Stock y rates of return?
You have been following a stock for 3 months and the following is its past return Year 1 12% Year 2: 13% Year 36% What is the standard deviation of the stock based on the historical data? (Put the answer in decimal points instead of percentage) > Moving to another question will save this response
1. We observe the following annual returns on a stock in the past three years. The annual risk- free rate is 5%. Year 2016 2016 | Realized Return | 10% - 2017 300% 2018 -10% 2018 | (a) What is the arithmetic average stock return? (4%) (b) What is the geometric average stock return? (4%) (c) What are the sample mean and standard deviation of the stock return? (8%) (d) What is the stock's Sharpe ratio? (4%) (e) Jessica invests...
Stock X and the "market" have had the following rates of returns over the past four years. Year 1 Stock X 12.00% 5.00% 11.00% 2 Market 13.80% 1.65% 13.70% -2.7296 3 4 -7.00% 62% of your portfolio is invested in Stock X and the remaining 38% is invested in Stock Y. The risk-free rate is 5.24% and the market risk premium is also 5.24%. You estimate that 14.11% is the required rate of return on your portfolio. What is the...
3. (Chapter 10) You have observed the following returns on Sonora Data Corp.’s stock over the past 5 years: 25%, 12%, 17%, -11%, and 7%. a. What was the arithmetic average return on SDC's stock over this five-year period? b. What was the variance of SDC's returns over this period? The standard deviation? Now suppose the average inflation rate over this period was 3% and the average T-bill rate over the period was 4%. c. What was the average real...
Over the past six years, the returns to Green Country Energy stock has been: 14 percent, -7 percent, 17 percent, 15 percent, 2 percent, and -10 percent. What is the geometric average return? 9.85% O 6.24% None of these are correct. 8.15% O 4.60%
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