Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market portfolio. Month 1 2 3 4 5 6 Given Sugita Corp. 1.8% -0.5% 2% -2% 5% 5% a. 1.25%, 2.59% for Sugita and 1.88%, 1.95% for Market b. 1.88%, 2.59% for Sugita and 1.25%, 1.95% for Market c.1.95%, 2.59% for Sugita and 1.88%, 1.95% for Market d.1.88%, 1.95% for Sugita and 2.59%, 1.95% for Market O a.. O b.. Oc.. d.. Market 1.50% 1.00% 0.00% -2.00% 4.00% 3.00%

Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market portfolio. Month 1 2 3 4 5 6 Given Sugita Corp. 1.8% -0.5% 2% -2% 5% 5% a. 1.25%, 2.59% for Sugita and 1.88%, 1.95% for Market b. 1.88%, 2.59% for Sugita and 1.25%, 1.95% for Market c.1.95%, 2.59% for Sugita and 1.88%, 1.95% for Market d.1.88%, 1.95% for Sugita and 2.59%, 1.95% for Market O a.. O b.. Oc.. d.. Market 1.50% 1.00% 0.00% -2.00% 4.00% 3.00%

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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Question

100%

Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market
portfolio.
a..
b..
C..
Month
a. 1.25%, 2.59% for Sugita and 1.88%, 1.95% for Market
b. 1.88%, 2.59% for Sugita and 1.25%, 1.95% for Market
c.1.95%, 2.59% for Sugita and 1.88%, 1.95% for Market
d. 1.88%, 1.95% for Sugita and 2.59%, 1.95% for Market
d..
123 45
6
Given
Sugita Corp.
1.8%
-0.5%
2%
-2%
5%
5%
Market
1.50%
1.00%
0.00%
-2.00%
4.00%
3.00%

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