Calculated using excel Input DataAlphaBetaResidual Standard DeviationMarket DataExpected ReturnStandard DeviationRequired:VoughtHammerRoxxonInternationalLexCorpIndustriesEnergy1.20%0.60%1.60%2.50%0.8771.0151.631.2521.70%14.80%21.30%25.70%S&P 500Treasury Bills12.00%24.00%3.00%0.00%Note: Use cells A2 to C11 from the given information to complete this question.Using the information in the table above, using the Treynor-Black model, please take all necessary steps to create an optimal riskyportfolio, including discovering initial individual weights and the beta-adjusted active portfolio weight. Then, calculate the riskpremium and variance of the optimal risky portofolio.Active PositionsInitial Position (Not Scaled)Scaled Initial PositionVoughtInternationalHammerRoxxonLexCorpIndustriesEnergy25.48%27.39%35.27%37.85%20.23%21.74%27.99%30.04%

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Answered: Input Data Alpha Beta Residual Standard…

Survey of Accounting (Accounting I)

8th Edition

ISBN:9781305961883

Author:Carl Warren

Publisher:Carl Warren

Chapter11: Cost-volume-profit Analysis

Section: Chapter Questions

Problem 11.18E

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What is the standard deviation of asset M?
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 0.000
Question 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-dogot accuracy please compute The standard deviation of IWM return and the standard deviation of EEM return?
Given market data in Table 2 below Table 2: Market Quantity Supplied and Demanded Data for Good X Market Quantity Prices Supplied (P) (Qs) Quantity Demanded (Qd) $18.00 20 100 $20.00 40 80 $22.00 60 60 $24.00 80 40 $26.00 100 20 The inversed function of QS(P) is OP(QS) = 16.000 + 0.100QS OP(QS) = 20.000 + 0.100Q OP(QS) 16.000 + 10.000Q OP(QS) = 20.000 + 10.000Q
calculate the following Sharpe Ratio (SP) Treynor Measure Jensen Measure M2 measure T2 measure Information Ratio (appraisal ratio) Fund Average return Standard Deviation Beta coefficient Unsystematic Risk A 0.240 0.220 0.800 0.017 B 0.200 0.170 0.900 0.450 C 0.290 0.380 1.200 0.074 D 0.260 0.290 1.100 0.026 E 0.180 0.400 0.900 0.121 F 0.320 0.460 1.100 0.153 G 0.250 0.190 0.700 0.120 Market 0.220 0.180 1.000 0.000 Risk free return 0.050 0.000
what are the axcess rates?
Draw standadr deviation on x-axis and return on y-axis return Standadr deviation 2023 4.54% 6.4% 2022 -3.3% 9.9% 2021 3.73% 6.0% 2020 3.0% 6.4% 2019 3.9% 4.19%
If the NAR13 = 25.16% what is the NAR56? Empty Excel Sheet For Calculations 19.4240% 21.4240% 28.2994% 24.9752%
If ¥/£ quote is ¥94.30 –95.20 and that ¥/$ quote is 66.25 – 66.45. What would be the $/£quote? A. 1.4234 1.4327 B. 1.3236 - 1.3635 C. 1.1020 - 1.2010 D. 2.2036 - 2.3620
Ee 57.
not use ai please

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