Draw standadr deviation on x-axis and return on y-axis return Standadr deviation 2023 4.54% 6.4% 2022 -3.3% 9.9% 2021 3.73% 6.0% 2020 3.0% 6.4% 2019 3.9% 4.19%
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Draw standadr deviation on x-axis and return on y-axis
return Standadr deviation
2023 4.54% 6.4%
2022 -3.3% 9.9%
2021 3.73% 6.0%
2020 3.0% 6.4%
2019 3.9% 4.19%
Step by step
Solved in 2 steps with 1 images
- Draw a graph of return on y axis and standard deviation on x-axis Return Standard deviation 2023 5.36 8.6 2022 -5.34 17.7 2021 0.34 5.7 2020 5.23 10 2019 -1.5 15.6Return 2023 8% 2022 7% 2021 5% Standadr deviation 2023 2% 2022 4% 2021 9@ draw return on y axis and standadr deviation on x axisStandard Deviation Return 2023 8.80% 9.70% 2022 21.70% -6.80% 2021 6.90% 1.90% 2020 10.60% 2.80% 2019 9.80% 4.21% Draw a graph of return on y-axis and standard deviation on x-axis based on the above data
- Calculate the standard deviation for the following returns: Year 2017 2018 2019 2020 Return 12.03% -8.24% 1.34% 4.55% Group of answer choices 8.4% 8.1% 7.6% 7.3%20) Calculate the geometric average for the following returns: Year 2017 2018 2019 2020 Return 12.03% -8.24% 1.34% 4.55% Group of answer choices 2.2% 2.4% 3.1% 3.4%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%
- Based on the provided data what is the standard deviation of the VOO ETF total returns for the 3-year period between 2021 to 2023? Year 2023 2022 2021 2020 2019 T-bill total return 4.29% -3.82% -0.60% 3.16% 3.59% 20% average return ≤ 25% 25% < average return ≤ 30% 30% < average return ≤ 35% 35% average return S&P 500 total VOO ETF total return return 26.29% 26.33% -18.11% -18.15% 28.71% 28.60% 18.40% 18.40% 31.49% 31.47%Question 3: (20 marks) Consider the following Table: YEAR 2018. 2019 2020 2021 2022 R(BOA) 28% 24% -6% 23% 20% R(WF) 26% 25% -9% 21% 26% R(M) Probability 0.35 0.15 0.20 0.15 0.15 32% 29% - 2% 31% 35% Calculate the following: 1. The Expected Returns for BOA, WF and the Market, respectively. 2. The Variances of the Returns for BOA, WF and the Market, respectively. 3. The Standard Deviations of the Returns for BOA, WF and the Market, respectively. 4. The Coefficients of Variation for BOA, WF and the Market, respectively. s. The Covariances for BOA and WF respectively. 6. The Betas for BOA and WF respectively. 7. The Correlation Coefficients for BOA and WF respectively. 8. Assume a Risk-Free Rate is 4%. Calculate the CAPM for BOA and WF stocks respectively. 9. What is the RISK PREMIUM for BOA and WF respectively? 10. Explain your answers carefully to support your findings.To 4-digit accuracy, what is the Mean of IWM return and the Mean of EEM return?
- Use the following returns for X and Y. Year 12345 Returns X 21.6% -16.6 9.6 19.2 4.6 Y 25.8% -3.6 27.8 -14.2 31.8 a. Calculate the average returns for X and Y. Note: Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. a. Average return b. Variance c. Standard deviation b. Calculate the variances for X and Y. Note: Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616. c. Calculate the standard deviations for X and Y. Note: Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16. X % % % %A hedge fund has created a portfolio using just two stocks. It has shorted $35,000,000 worth of Oracle stock and has purchased $85,000,000 of Intel stock. The correlation between Oracle's and Intel's returns is 0.65. The expected returns and standard deviations of the two stocks are given in the following table: a. What is the expected return of the hedge fund's portfolio? b. What is the standard deviation of the hedge fund's portfolio? a. What is the expected return of the hedge fund's portfolio? The expected return of the hedge fund's portfolio is %. (Round to two decimal places.) CQuestion 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…