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Year End 2004 2005 2006 2007 2008 Stock XStock Y Realized Realized Return -14.6% 42% -58.1%...
Stock XStock Y Realized Realized Year End 2004 2005 2006 2007 2008 Return 20.1% 727% -2.57%...
Stock XStock Y Realized Realized Year End 2004 2005 2006 2007 2008 Return 20.1% 727% -2.57% 565% 67% Stock Z Realized Return 02% -32% -27.0% 27.9% Return -14.6% 43% -58.1% 2009 17.9% 09% -11.3% Q5. The covariance between Stock X's and Stock Y's returns is closest to: A) 0.10 B) 0.29 C) 0.12 D) 0.69 Q6. The Volatility on Stock X's returns is closest to: A)35% B) 10% C) 13% D) 42%
Consider the following returns: Year-End 2000 2001 2002 2003 2004 2005 Lowes Realized Return 20.4% 72.7%...
Consider the following returns: Year-End 2000 2001 2002 2003 2004 2005 Lowes Realized Return 20.4% 72.7% - 25.7% 56.3% 6.7% 17.9% Home Depot Realized Return - 14.6% 4.1% - 58.1% 71.9% 17.3% 0.9% IBM Realized Return 0.2% - 3.2% - 27.0% 27.9% -5.1% - 11.3% The volatility on Home Depot's returns is closest to: O A. 35% OB. 42% OC. 17% OD. 32%
Consider the following returns: Lowes Home Depot Realized Realized Year-End Return Return 2000 20.7% - 14.6%...
Consider the following returns: Lowes Home Depot Realized Realized Year-End Return Return 2000 20.7% - 14.6% 2001 72.7% 4.7% 2002 - 25.7% - 58.1% 2003 56.4% 71.2% 2004 6.7% 17.3% 2005 17.9% 0.9% IBM Realized Return 0.2% -3.2% - 27.0% 27.9% -5.1% - 11.3% The covariance between Lowes' and Home Depot's returns is closest to: O A. 0.1 OB. 0.12 OC. 0.31 OD. 0.72
Consider the following returns: Year End Stock X Realized Return Stock Y Realized Return Stock Z...
Consider the following returns: Year End Stock X Realized Return Stock Y Realized Return Stock Z Realized Return 2004 20,1% -14,6% 0,2% 2005 72,7% 4,3% -3,2% 2006 -25,7% -58,1% -27,0% 2007 56,9% 71,1% 27,9% 2008 6,7% 17,3% -5,1% 2009 17,9% 0,9% -11,3% The variance on a portfolio that is made up of equal investments in stock Y and stock Z stock is closest to: a) 0,9238 b) 0,0875 c) 0,2958 d) 0,0699
Consider the following realized annual returns: Year End Index Realized Return Stock A Realized R...
Consider the following realized annual returns: Year End Index Realized Return Stock A Realized Return 2006 23.6% 46.3% 2007 24.7% 26.7% 2008 30.5% 86.9% 2009 9.0% 23.1% 2010 -2.0% 0.2% 2011 -17.3% -3.2% 2012 -24.3% -27.0% 2013 32.2% 27.9% 2014 4.4% -5.1% 2015 7.4% -11.3% The average annual return on the Index from 2006 to 2015 is closest to: 8.75% 7.10% 9.75% 4.00%
Consider the returns above: The volatility on Home Depot's returns is closest to: A. 17% B....
Consider the returns above:
The volatility on Home Depot's returns is closest to:
A.
17%
B.
32%
C.
42%
D.
35%
Year-End 2000 2001 2002 2003 Lowes Realized Return 20.3% 72.7% - 25.7% 56.5% 6.7% 17.9% Home Depot Realized Return - 14.6% 4.3% - 58.1% 71.9% 17.3% 0.9% IBM Realized Return 0.2% -3.2% - 27.0% 27.9% -5.1% - 11.3% 2004 2005
The realized returns for stock A and stock B from 2004-2009 are provided in the table...
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004-2009 are unbiased estimators of expected returns and future volatility. stock A 4.5 stock B 14...
Stock A Stock B 2005 -1 20 2006 17 32 2007 10 2 2008 -10 ...
Stock A Stock B 2005 -1 20 2006 17 32 2007 10 2 2008 -10 -9 2009 3 -15 2010 12 26 Using the data in the following table, and the fact that the correlation of A and B is 0.64, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% invested in stock B. Can you pls show me the steps so I can learn , Thankx
The realized returns for stock A and stock B from 2004–2009 are provided in the table...
The realized returns for stock A and stock B from 2004–2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A −9% 21% 6% −4% 3% 10% Stock B 19% 5% 28% −5% −10% 23% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004–2009 are unbiased estimators of expected returns and future volatility. stock A %stock B % Calculate...
Consider the following realized annual returns: Year Stock A Index 2000 23.6% 50.3% 2001 24.7% 30.7%...
Consider the following realized annual returns: Year Stock A Index 2000 23.6% 50.3% 2001 24.7% 30.7% 2002 30.5% 86.9% 2003 9.0% 23.1% 2004 -2.0% 0.2% 2005 -17.3% -3.2% 2006 -24.3% -27.0% 2007 32.2% 27.9% 2008 4.4% -5.1% 2009 7.4% -11.3% a. Calculate the average of annual returns of the index. b. Compute the standard deviation of annual returns of the index. c. Compute the lower bound of the 95% confidence interval for annual returns of the index. Use the exact...
Stock XStock Y Realized Realized Year End 2004 2005 2006 2007 2008 Return 20.1% 727% -2.57% 565% 67% Stock Z Realized Return 02% -32% -27.0% 27.9% Return -14.6% 43% -58.1% 2009 17.9% 09% -11.3% Q5. The covariance between Stock X's and Stock Y's returns is closest to: A) 0.10 B) 0.29 C) 0.12 D) 0.69 Q6. The Volatility on Stock X's returns is closest to: A)35% B) 10% C) 13% D) 42%
Consider the following returns: Year-End 2000 2001 2002 2003 2004 2005 Lowes Realized Return 20.4% 72.7% - 25.7% 56.3% 6.7% 17.9% Home Depot Realized Return - 14.6% 4.1% - 58.1% 71.9% 17.3% 0.9% IBM Realized Return 0.2% - 3.2% - 27.0% 27.9% -5.1% - 11.3% The volatility on Home Depot's returns is closest to: O A. 35% OB. 42% OC. 17% OD. 32%
Consider the following returns: Lowes Home Depot Realized Realized Year-End Return Return 2000 20.7% - 14.6% 2001 72.7% 4.7% 2002 - 25.7% - 58.1% 2003 56.4% 71.2% 2004 6.7% 17.3% 2005 17.9% 0.9% IBM Realized Return 0.2% -3.2% - 27.0% 27.9% -5.1% - 11.3% The covariance between Lowes' and Home Depot's returns is closest to: O A. 0.1 OB. 0.12 OC. 0.31 OD. 0.72
Consider the returns above:
The volatility on Home Depot's returns is closest to:
A.
17%
B.
32%
C.
42%
D.
35%
Year-End 2000 2001 2002 2003 Lowes Realized Return 20.3% 72.7% - 25.7% 56.5% 6.7% 17.9% Home Depot Realized Return - 14.6% 4.3% - 58.1% 71.9% 17.3% 0.9% IBM Realized Return 0.2% -3.2% - 27.0% 27.9% -5.1% - 11.3% 2004 2005
The realized returns for stock A and stock B from 2004-2009 are provided in the table below Year 2004 2005 2006 2007 2008 2009 Stock A -9% 21% 6% -4% 3% 10% Stock B 23% 9% 32% -1% -6% 27% (a) Calculate the expected returns (as percents) over the next year for the stocks assuming the average annual realized returns and past volatility from 2004-2009 are unbiased estimators of expected returns and future volatility. stock A 4.5 stock B 14...
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