It is known that the average return on a stock is 25.2% with the standard deviation...
It is known that the average return on a stock is 25.2% with the standard deviation equal to 17.4%. A simple random sample of 68 returns is to be selected and the average return of the sample is to be found. You can say that this sample average is a random variable. What is the standard deviation of this random variable? Round your answer to 2 decimal places.
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It is known that the average return on a stock is 25.2% with the
standard deviation...
1) A stock has generated an annual average return of 9.5% with a standard deviation of...
1) A stock has generated an annual average return of 9.5% with a standard deviation of 40.7% during the last 10 years. If the average risk-free rate was 1.7%, what was this stock's Sharpe Ratio? Round to two decimal places. 2) The standard deviation of a stock's annual returns is 40.4%. The standard deviation of market returns is 24.3%. If the correlation between the returns of the stock and the market is 0.3, what is this stock's beta? Round to...
You've observed the following returns on Yamauchi Corporation's stock over the past five years: -25.2 percent....
You've observed the following returns on Yamauchi Corporation's stock over the past five years: -25.2 percent. 13.8 percent, 30.6 percent, 2.4 percent, and 21.4 percent. a. What was the arithmetic average return on the stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What was the variance of the returns over this period? (Do not round intermediate calculations and round your answer to 6...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0.9? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 11%. What is its beta?...
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation...
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
The standard deviation of stock returns for Stock A is 31%. The standard deviation of the...
The standard deviation of stock returns for Stock A is 31%. The standard deviation of the market return is 24%. If the correlation between Stock A and the market is 0.40, then what is Stock A's beta? Round your answer to two decimal places.
Stock Expected Return Standard Deviation Beta < 8.94 % 16 % 0.8 10.23 16 1.1 0...
Stock Expected Return Standard Deviation Beta < 8.94 % 16 % 0.8 10.23 16 1.1 0 12.38 16 1.6 Fund P has one-third of its funds invested in each of the three stocks. The risk-free rate is 5.5%, and the market is in equilibrium. (That is, required returns equal expected returns.) The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the questions below. Open spreadsheet a. What...
A stock has an average historical return of 11.3% and a standard deviation of 20.2%. Which...
A stock has an average historical return of 11.3% and a standard deviation of 20.2%. Which range of returns would you expect to see approximately 68% (two-third) of the time? A. +4.6% TO +33.8% B. -3.9% TO +32.5% C. -23.8% TO +53.0% D. -8.9% TO +31.5%
last chance A stock has generated an annual average return of 8.0% with a standard deviation...
last chance
A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round to two decimal places. Numeric Answer: 14.22 You are incorrect 14.22
Average return=? variance=? standard deviation=? Help Save & Exit Submit Check my work You've observed the...
Average return=?
variance=?
standard deviation=?
Help Save & Exit Submit Check my work You've observed the following returns on Regina Computer's stock over the past five years: 16%, -5%, 19%, 13%, and 10%. a. What was the arithmetic average return on Regina's stock over this five-year period? (Round the final answer to 1 decimal place.) Average return 1% b-1. What was the variance of Regina's returns over this period? (Do not round intermediate calculations. Round the final answer to 5...
UL Arithmetic Average Return Lavestment Standard Deviation ( Canadian common ocks ne bonds IN Venture stock...
UL Arithmetic Average Return Lavestment Standard Deviation ( Canadian common ocks ne bonds IN Venture stock Anni a. What was the average annual return on Canadian stock from 1957 through 2014 in nominal terms? (Round the final answer to 2 decimal places.) Nominal terms b. What was the average annual return on Canadian stock from 1957 through 2014 in real terms (Round the final answer to 2 decimal places) < Prev 5018 Next >
You've observed the following returns on Yamauchi Corporation's stock over the past five years: -25.2 percent. 13.8 percent, 30.6 percent, 2.4 percent, and 21.4 percent. a. What was the arithmetic average return on the stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What was the variance of the returns over this period? (Do not round intermediate calculations and round your answer to 6...
Suppose the standard deviation of the market return is 16%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0.9? (Enter your answer as a percent rounded to 2 decimal places.) b. What is the standard deviation of returns on a well-diversified portfolio with a beta of O? (Enter your answer as a percent rounded to 2 decimal places.) c. A well-diversified portfolio has a standard deviation of 11%. What is its beta?...
Suppose the standard deviation of the market return is 15%. a. What is the standard deviation of returns on a well-diversified portfolio with a beta of 8? (Enter your answer as a percent rounded to the nearest whole number) Standard deviation b. What is the standard deviation of returns on a well-diversified portfolio with a beta of 0? (Enter your answer as a percent rounded to the nearest whole number.) Standard deviation c. A well-diversified portfolio has a standard deviation...
Stock Expected Return Standard Deviation Beta < 8.94 % 16 % 0.8 10.23 16 1.1 0 12.38 16 1.6 Fund P has one-third of its funds invested in each of the three stocks. The risk-free rate is 5.5%, and the market is in equilibrium. (That is, required returns equal expected returns.) The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the questions below. Open spreadsheet a. What...
last chance
A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round to two decimal places. Numeric Answer: 14.22 You are incorrect 14.22
Average return=?
variance=?
standard deviation=?
Help Save & Exit Submit Check my work You've observed the following returns on Regina Computer's stock over the past five years: 16%, -5%, 19%, 13%, and 10%. a. What was the arithmetic average return on Regina's stock over this five-year period? (Round the final answer to 1 decimal place.) Average return 1% b-1. What was the variance of Regina's returns over this period? (Do not round intermediate calculations. Round the final answer to 5...
UL Arithmetic Average Return Lavestment Standard Deviation ( Canadian common ocks ne bonds IN Venture stock Anni a. What was the average annual return on Canadian stock from 1957 through 2014 in nominal terms? (Round the final answer to 2 decimal places.) Nominal terms b. What was the average annual return on Canadian stock from 1957 through 2014 in real terms (Round the final answer to 2 decimal places) < Prev 5018 Next >
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