Use this information for Q14 and Q15 Consider the following realized annual returns: Year-end 1996 1997...
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 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...
Question7Task 19 v2 Consider the following realized annual returns: Year Stock A Index 2000 23.6% 47.3% 2001 24.7% 27.7% 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....
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 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%