"
Year |
Stock X |
Stock Y |
1 |
9.00% |
-6.00% |
2 |
-8.00% |
11.00% |
3 |
18.00% |
2.00% |
4 |
3.00% |
5.00% |
What is the covariance of the returns of Stock X with the returns of Stock Y?"
Round to 6 decimal places please.
Covariance =
Cov(x,y) = Σ ((xi – x) * (yi – y)) / N
here xj= return of stock x
x = mean of return of stockx in jth interval
yj = return of stock y
y = mean of return of stock y in jth interval
N = number of intervals , i.e. 4
Step1 : finding mean
mean = sum of stock returns/number of intervals
mean of x = (0.09-0.08+0.18+.03)/4 = 0.055
mean of y = (-0.06+0.11+0.02+0.05)/4 = 0.03
Step2 : Finding difference between each value and mean price
Year (A) | Stock X (B) |
return of X ( C) |
x - mean x (D) |
Stock Y ( E) | return of Y (F) |
y - mean y (G) |
(D)*(G) |
1 | 9.00% | 0.09 | 0.035 | -6.00% | -0.06 | -0.09 | -0.00315 |
2 | -8.00% | -0.08 | -0.135 | 11.00% | 0.11 | 0.08 | -0.0108 |
3 | 18.00% | 0.18 | 0.125 | 2.00% | 0.02 | -0.01 | -0.00125 |
4 | 3.00% | 0.03 | -0.025 | 5.00% | 0.05 | 0.02 | -0.0005 |
mean x | 0.055 | mean y | 0.03 | sum = -0.0157 |
= -0.0157
Step3: Dividing by N
Covariance = -0.0157/4
= -0.003925 ( rounded to 6 decimal places)
" Year Stock X Stock Y 1 9.00% -6.00% 2 -8.00% 11.00% 3 18.00% 2.00% 4...
Stock X Stock Y Year # 6 unanswered 5.00% 1 7.00% not_submitted 2 10.00% 18.00% 6.00% 3 20.00% 11.00% 4 0.00% What is the standard deviation of the returns of Stock X? Submit Answer format: Percentage Round to: 2 decimal places (Example: 9.24%, % sign required. Will accept decimal format rounded to 4 decimal places (ex: 0.0924)
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