4 2d The stocks on ABC Company and XYZ Company have the following returns over the last five years. Year ABC returns XYZ returns 1 –0.2 0.2 2 –0.1 0.1 3 0.5 –0.1 4 0.3 0.05 5 0.1 0.08 d. Calculate the variance and standard deviation on the returns on XYZ.
4 2d The stocks on ABC Company and XYZ Company have the following returns over the last five years. Year ABC returns XYZ returns 1 –0.2 0.2 2 –0.1 0.1 3 0.5 –0.1 4 0.3 0.05 5 0.1 0.08 d. Calculate the variance and standard deviation on the returns on XYZ.
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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A4 2d
The stocks on ABC Company and XYZ Company have the following returns over the last five years.
|
Year |
ABC returns |
XYZ returns |
|
1 |
–0.2 |
0.2 |
|
2 |
–0.1 |
0.1 |
|
3 |
0.5 |
–0.1 |
|
4 |
0.3 |
0.05 |
|
5 |
0.1 |
0.08 |
d. Calculate the variance and standard deviation on the returns on XYZ.
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