Find the standard deviation of the following 6 price values of the S & P 500 Index; be sure to show your work.
S & P
500
108.58
116.5
101.69
103.75
117.38
125.21
Find the standard deviation of the following 6 price values of the S & P 500...
The following are monthly percentage price changes for four market indexes. Month DJIA S&P 500 Russell 2000 Nikkei 1 0.04 0.01 0.04 0.04 2 0.07 0.06 0.10 -0.03 3 -0.02 -0.02 -0.03 0.08 4 0.02 0.02 0.02 0.01 5 0.05 0.05 0.11 0.01 6 -0.07 -0.04 -0.09 0.05 Compute the following. Average monthly rate of return for each index. Round your answers to five decimal places. DJIA: S&P 500: Russell 2000: Nikkei: Standard deviation for each index. Do not round...
Samsung has a correlation with the S&P 500 of 0.8. Samsung's standard deviation is 0.25 and the S&P 500 has a standard deviation of 0.22. The risk-free rate is 0.01, and the expected return on the S&P 500 is 0.05. What is Samsung's expected return? If you think the expected return is 12%, what is Samsung's alpha?
Find the sample variance (s^2 ), sample standard deviation (s), population variance (σ^2 ) and population standard deviation (σ) for the data values {3, 5, 8}. Show your work!
Find the standard deviation for the values of n and p when the conditions for the binomial distribution are met. n = 600, p = 0.65
(Expected return, standard deviation, and capital asset pricing model) The following are the end-of-month prices for both the Standard & Poor's 500 index and Nike's common stock a. Using the data in the popup window, calculate the holding period returns for each of the months b. Calculate the average monthly return and the standard deviation for both the S&P 500 and Nike c. Develop a graph that shows the relationship between the Nike stock returns and the S&P 500 Index...
Find the mean, variance, and standard deviation of the binomial distribution with the given values ofn and p. n= 70, p=02 The mean, u, is. (Round to the nearest tenth as needed) The variance, o, is (Round to the nearest tenth as needed) The standard deviation, 6, is Round to the nearest tenth as needed) Enter your answer in each of the answer boxes TIHC
show work 12. (10 points) The average stock price for companies making up the S&P 500 is $30, and the standard deviation is $18.20 (Business Week, Special Annual Issue, Spring 2003). Assume the stock prices are normally distributed. (b) What is the probability that a company will have a stock price of at least $40 (to 4 decimals)? (e) What is the probability that a company will have a stock price no higher than $20 (to 4 decimals)?
Consider a portfolio that is 60% (wS) in the S&P 500 index and 40% (wB) in the JPM bond index. Suppose an analyst estimates that E[rS] = 15%, σs = 20%, E[rB] = 10%, σB =12%, and ρ = 0%. 1) Calculate the portfolio's standard deviation given that the correlation is zero: 2) Calculate the weighted average of the standard deviations of the S&P 500 index and the JPM bond index:
The average stock price for companies making up the S&P 500 is $30, and the standard deviation is $8.20. Assume the stock prices are normally distributed. What is the probability a company will have a stock price of at least $40? (Round to four decimal places) What is the probability a company will have a stock price no higher than $20? (Round to four decimal places) How high does a stock price have to be to put a company in...
One-Year Trailing Returns Miranda Fund S&P 500 Return 10.5 % −20.8 % Standard deviation 36.0 % 41 % Beta 1.30 1.00 For the entire year her asset class exposures averaged 50% in stocks and 50% in cash. The S&P’s allocation between stocks and cash during the period was a constant 94% and 6%, respectively. The risk-free rate of return was 3%. What is the M2 measure for Miranda? (Do not round intermediate calculations. Round your answer to 2 decimal places.)...