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Calculate the standard deviation for the following returns:
| Year | 2017 | 2018 | 2019 | 2020 |
| Return | 12.03% | -8.24% | 1.34% | 4.55% |
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- Calculate the arithmetic average for the following returns: Year Return O 2.4 % O 2.2% O 3.1% O 3.4% Calculate the geometric average for the following returns: Year Return O 2.2% O 2.4% O 3.1% O 3.4% Calculate the standard deviation for the following returns: Year Return O 8.4% O 8.1% O 7.6% O 7.3% 2017 12.03% 2017 12.03% 2017 12.03% 2018 -8.24% 2018 -8.24% 2018 -8.24% 2019 1.34% 2019 1.34% 2019 1.34% 2020 4.55% 2020 4.55% 2020 4.55%Consider the following POPULATION of returns: 5%, -4%, -3%, and 12%. What is the standard deviation of this population of returns? O A. 0.42% O B. 0.56% OC. 6.50% O D. 7.51%To 4-dogot accuracy please compute The standard deviation of IWM return and the standard deviation of EEM return?
- What is the standard deviation given the following information? Probability Possible Returns 24.0% 36.0% 9.0% 25.0% 20.0% 55.0% none of the answers is correct 63.0% 56.8% 49.1% 10.9%Coefficient of Variation A standardized measure of the risk per unit of return. Coefficient of Variation = Standard deviation () Expected return (ř) Coefficient of Variation FLI (11.80%/ 14.55%) 81.10% WEB (16.52%/22.00%) 75.10Question content area top Part 1 (Related to Checkpoint 8.3) (CAPM and expected returns) a. Given the following holding-period returns, LOADING... Month Sugita Corp. Market 1 2.4 % 1.0 % 2 −1.0 2.0 3 0.0 3.0 4 0.0 0.0 5 7.0 7.0 6 7.0 1.0 , compute the average returns and the standard deviations for the Sugita Corporation and for the market. b. If Sugita's beta is 1.84 and the risk-free rate is 6 percent, what would be an expected return for an investor owning Sugita? (Note: Because the preceding returns are based on monthly data, you will need to annualize the returns to make them comparable with the risk-free rate. For simplicity, you can convert from monthly to yearly returns by multiplying the average monthly returns by 12.) c. How does Sugita's historical average return compare with the return you should expect based on the Capital Asset…
- To 4-digit accuracy, what is the Mean of IWM return and the Mean of EEM return?Calculate : M2 measure T2 measure Information Ratio (appraisal ratio) Fund Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050 0.0001 Date B Adj Close Darily Return O E G H Σ N 2 12/31/2012 529.09 4.43% 3 12/28/2012 506.64 -1.06% Part A. Find out the maximum daily return and the minimum darily return during the sample period 4 12/27/2012 512.08 0.40% 5 12/26/2012 510.03 -1.38% Maximum Daily Return 6 12/24/2012 517.16 0.16% Minimum Daily Return 7 12/21/2012 516.32 -0.46% 8 12/20/2012 518.71 -0.87% interval 9 12/19/2012 523.26 -1.42% 10 12/18/2012 530.81 11 12/17/2012 2.91% 515.82 1.77% Bins 0.00% Part B. Fill out the frequency table. Based on the frequency table, draw a scatter chart using Bin values as X values and Frequency number Frequency 12 12/14/2012 506.84 -3.76% -6.50% 13 12/13/2012 526.62 -1.73% -6.50% 14 12/12/2012 535.88 -0.44% -6.50% 15 12/11/2012 538.25 2.18% -6.50% 16 12/10/2012 526.75 -0.64% -6.50% 17 12/7/2012 530.16 -2.56% -6.50% 18 12/6/2012 544.07 1.57% -6.50% FAR A IN FAQ 12/10/201Z JU.B 2.3570 Part D. Fill out the frequency tavie. Daseu Ane mequency lavie, uraw a Scatter Chart using di values as…
- Use the following returns for X and Y. Returns Year X Y 1. 21.8% 26.4% 2. -16.8 -3.8 3. 9.8 28.4 4. 19.8 -14.6 5. 4.8. 32.4 a. Calculate the average returns for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the variances for X and Y. (Do not round intermediate calculations and round your answers to 6 decimal places, e.g., 32.161616.) c. Calculate the standard deviations for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)Boom Nasional Berhad, find the standard deviation. PROBABILITY RETURN 0.35 8% 0.20 3% 0.20 20% 025 15%calculate the following Sharpe Ratio (SP) Treynor Measure Jensen Measure M2 measure T2 measure Information Ratio (appraisal ratio) Fund Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050 0.000