Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market portfolio. a.. b.. Oc.. d.. Month 00 123456 6 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 Given Sugita Corp. 1.8% -0.5% 2% -2% 5% 5% 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
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Ef 579.

Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market
portfolio.
a..
b..
Month
C..
d..
12345
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
6
Sugita Corp.
1.8%
-0.5%
2%
-2%
Given
5%
5%
Market
1.50%
1.00%
0.00%
-2.00%
4.00%
3.00%
Transcribed Image Text:Given the following holding-period returns, compute the average returns and standard deviation for Sugita Corp and for the the market portfolio. a.. b.. Month C.. d.. 12345 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 6 Sugita Corp. 1.8% -0.5% 2% -2% Given 5% 5% Market 1.50% 1.00% 0.00% -2.00% 4.00% 3.00%
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