Woodpecker, Inc., stock has an annual return mean and standard deviation of 12.2 percent and 42 percent. What is the smallest expected loss in the coming month with a probability of 5.0 percent? Round Z-score to 3 decimal places when calculating and answer as a percent rounded to two decimal places.
Can't figure this out for the life of me. Thanks.
SEE THE IMAGE. ANY DOUBTS, FEEL FREE TO ASK. THUMBS UP PLEASE
TRIED TO EXPLAIN IN SIMPLE MANNER SO THAT YOU CAN DO OTHER SUMS AS WELL. HAPPY TO HELP YOU
Woodpecker, Inc., stock has an annual return mean and standard deviation of 12.2 percent and 42...
PLEASE ANSWER ASAP. I WILL RATE!! Woodpecker, Inc., stock has an annual return mean and standard deviation of 19 percent and 21 percent, respectively. What is the percentage smallest expected loss in the coming month with a probability of 2.5 percent? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Round the 2-score value to 3 decimal places when calculating your answer. Enter your answer as a percent rounded to 2 decimal places.) You...
A stock has an annual return of 11.8 percent and a standard deviation of 49 percent. What is the smallest expected gain over the next year with a probability of 2.5 percent? (Do not round intermediate calculations. Round the z-score value to 3 decimal places when calculating your answer. Enter your answer as a percent rounded to 2 decimal places.)
A stock has an annual return of 13 percent and a standard deviation of 56 percent. What is the smallest expected gain over the next year with a probability of 5 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. Omit the "%" sign in your response.) Smallest expected gain % b. Does this number make sense? Yes No
Problem 13-17 Value-at-Risk (VaR) Statistic (LO4, CFA6) Your portfolio allocates equal amounts to three stocks. All three stocks have the same mean annual return of 12 percent. Annual return standard deviations for these three stocks are 29 percent, 39 percent, and 49 percent. The return correlations among all three stocks are zero. What is the smallest expected loss for your portfolio in the coming year with a probability of 5 percent? (A negative value should be indicated by a minus...
You are constructing a portfolio of two assets, Asset A and Asset B. The expected returns of the assets are 10 percent and 16 percent, respectively. The standard deviations of the assets are 37 percent and 45 percent, respectively. The correlation between the two assets is 0.57 and the risk-free rate is 4.1 percent. What is the optimal Sharpe ratio in a portfolio of the two assets? What is the smallest expected loss for this portfolio over the coming year...
You find a particular stock has an annual standard deviation of 63 percent. What is the standard deviation for a six-month period? Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation
You find a particular stock has an annual standard deviation of 63 percent. What is the standard deviation for a six-month period? (Do not round Intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Standard deviation
You find the monthly standard deviation of a stock is 3.10 percent. What is the annual standard deviation of the stock? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Annual standard deviation
The market portfolio has an expected return of 11.5 percent and a standard deviation of 21.5 percent. The risk-free rate is 4.5 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 8.5 percent? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places (e.g., 32.16).) Expected return % b. What is the standard deviation of a well-diversified portfolio with an expected return of 19.5...
The market portfolio has an expected return of 12.3 percent and a standard deviation of 22.3 percent. The risk-free rate is 5.3 percent. a. What is the expected return on a well-diversified portfolio with a standard deviation of 9.3 percent? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of a well-diversified portfolio with an expected return of 20.3 percent? (Do not round intermediate...