Analytical VaR Use the table below at the given level of accuracy: Critical values for VaR calculations. a Za 10% -1.282 5 -1.645 1 -2.326 Diamond Inc. is an investment company. One of its portfolios has a current market value of $25,000,000 and its returns follow a normal distribution with a mean of 8% and a standard deviation of 16% per year. At a 90% confidence level a. What is the portfolio VaR? $ Number Round your answer to the dollar. Do NOT use negative sign! b. What is the the minimum value of the portfolio during the next year? $ Number Round your answer to the dollar c. What is the portfolio ES? $ Number Round your answer to the dollar. Do NOT use negative sign!

Two investments generated the following annual returns: % -Select- a. What is the average annual return on each investment? Round your answers to one decimal place. The average annual rate of return on X: The average annual rate of return on Y: b. What is the standard deviation of the return on investments X and Y? Round your answers to two decimal places. Standard deviation of X: % Standard deviation of Y: c. Based on the standard deviation, which investment was riskier? was riskier. 20X0 20X1 20X2 20X3 20X4 Investment X 11% 22 30 16 9 Investment Y 22% 24 10 13 12

Suppose the average return on Asset A is 6.6 percent and the standard deviation is 8.6 percent and the average return and standard deviation on Asset B are 3.8 percent and 3.2 percent, respectively. Further assume that the returns are normally distributed. Use the NORMDIST function in Excel® to answer the following questions.    a. What is the probability that in any given year, the return on Asset A will be greater than 11 percent? Less than 0 percent? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the probability that in any given year, the return on Asset B will be greater than 11 percent? Less than 0 percent? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. In a particular year, the return on Asset A was −4.25 percent. How likely is it that such a low return will recur at some point in the future? (Do…

Suppose the returns on an asset are normally distributed. The historical average annual return for the asset was 5.2 percent and the standard deviation was 10.6 percent.   a. What is the probability that your return on this asset will be less than –9.7 percent in a given year? Use the NORMDIST function in Excel® to answer this question.  b. What range of returns would you expect to see 95 percent of the time?  c. What range of returns would you expect to see 99 percent of the time?

What do I put for the number any given year

The expected mean of the normal probability distribution of possible returns for XYZ Corporation is 15%. The standard deviation is 2%. Calculate the range of possible values allowing you a 67% confidence interval around the expected return. 13% -17% 11% -19% 14% -16% 10% - 20%

Assume that you half your money invested in times Mirror, the media comapny, and the other half invested in Unilever, the consumer product giant. The expected returns and standard deviations on the two investments are as follows. Times Mirror Unilever Expected Return 14% 18% Standar Deviation 25% 40% Estimate the variance of the portfolio as a function of the correlation coefficient. (Start with -1 and increase the correlation to + 1 in0.2 increments). Pleaase use excel and provide formulas so I can learn how to use excel..

(Expected rate of return and risk​)  B. J. Gautney Enterprises is evaluating a security. ​ One-year Treasury bills are currently paying   4.3 percent.  Calculate the​ investment's expected return and its standard deviation.  Should Gautney invest in this​ security?   Probability Return   0.05 −4 % 0.50 1 % 0.40 7 % 0.05 8 % ​(Click on the icon    in order to copy its contents into a spreadsheet.​)           Question content area bottom Part 1 a.  The​ investment's expected return is   enter your response here ​%.  ​(Round to two decimal​ places.) Part 2 b. The​ investment's standard deviation is   enter your response here ​%.  ​(Round to two decimal​ places.) Part 3 c.  Should Gautney invest in this​ security?  ​(Select the best choice​ below.)     A. No.  B. J. Gautney Enterprises should not invest in this investment because the return is lower than the Treasury bill and the level of risk higher than the Treasury bill.     B. Yes.  B. J.…

The following table..shows the one-year return distribution of Startup, Inc. Calculate: a. The expected return. b. The standard deviation of the return. Data table (Click on the following icon in order to copy its contents into a spreadsheet.) 40% Probability Return - 80% 20% -65% 20% - 40% 10% -20% 10% 1,000%

(Expected rate of return and risk​)   B. J. Gautney Enterprises is evaluating a security. ​ One-year Treasury bills are currently paying 4.8 percent. Calculate the​ investment's expected return and its standard deviation. Should Gautney invest in this​ security?   Probability Return 0.10 −6 ​% 0.35 4 ​% 0.45 5 ​% 0.10 10 ​% ​(Click on the icon    in order to copy its contents into a spreadsheet.​)       Question content area bottom Part 1 a.  The​ investment's expected return is enter your response here​%. ​(Round to two decimal​ places.)