Over a particular period, an asset had an average return of 6.0 percent and a standarddeviation of 8.7 percent.What range of returns would you expect to see 68 percent of the time for this asset? (Anegative answer should be indicated by a minus sign. Input your answers from lowestto highest to receive credit for your answers. Do not round intermediate calculationsand enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)Expected range ofreturnsX Answer is complete but not entirely correct.Expected range ofreturns2.70 × %toWhat about 95 percent of the time? (A negative answer should be indicated by a minussign. Input your answers from lowest to highest to receive credit for your answers. Donot round intermediate calculations and enter your answers as a percent rounded to2 decimal places, e.g., 32.16.)-3.30 × %14.70%X Answer is complete but not entirely correct.to20.70 X %

The rate of return, expressed as a percentage of the investment's initial cost, is the net gain or…

Over a particular period, an asset had an average return of 6.0 percent and a standard deviation of 8.7 percent. What range of returns would you expect to see 68 percent of the time for this asset? (A negative answer should be indicated by a minus sign. Input your answers from lowest to highest to receive credit for your answers. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Expected range of returns Answer is complete but not entirely correct. Expected range of returns 2.70 X % to What about 95 percent of the time? (A negative answer should be indicated by a minus sign. Input your answers from lowest to highest to receive credit for your answers. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) -3.30 × % 14.70 % X Answer is complete but not entirely correct. to 20.70 X %

Over a particular period, an asset had an average return of 6.0 percent and a standard deviation of 8.7 percent. What range of returns would you expect to see 68 percent of the time for this asset? (A negative answer should be indicated by a minus sign. Input your answers from lowest to highest to receive credit for your answers. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Expected range of returns Answer is complete but not entirely correct. Expected range of returns 2.70 X % to What about 95 percent of the time? (A negative answer should be indicated by a minus sign. Input your answers from lowest to highest to receive credit for your answers. Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) -3.30 × % 14.70 % X Answer is complete but not entirely correct. to 20.70 X %

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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Similar questions

A project has the following NPVs at the indicated costs of capital: +$100 at 8%; +$25 at 9%; -$50 at 10%; -$100 at 11%. Which of the following is TRUE regarding this project's IRR? OA. The IRR is below 9%. B. The IRR is about 11%. C. The IRR is between 10% and 11%. D. The IRR is closer to 9% than to 10%.
Suppose that we can describe the world using two states and that two assets are available, asset X an asset Y. We assume the asset’s future prices have the following distribution State Future Price Asset X Future Price Asset Y 1 $25 $50 2 $20 $40 The values of the unit claims implied by these assets are such that: A. C1 and C2 cannot be determined B. C1=1 and C2=1 C. C1=1, but we cannot determine C2 D. C1=5/4 and C2=5/4
D
Suppose that Mr Plutus has been asked to choose between various pairs of strategies and he responds as follows: Choose between: Response B and D В A and D C and D D B and E indifferent A and C A D and E Е. Assuming that Mr Plutus' preferences satisfy the four von Neumann-Morgenstern axioms, how does Mr Plutus rank the five instruments A,B,C,D and E? Select one: E = B > D > C > A а. || O b. E = B > A > D > C Ос. B = E > D > C > A O d. E = B > D > A > C %3D
Calculate the standard deviation of the following returns. Year Return 1 0.01 2 0.27 3 0.02 4 0.02 5 0.22 Enter the answer with 4 decimals, e.g. 0.1234.
Find the correlation of assets A and B if the standard deviation of A is 4 and standard deviation of asset B is 2. The covariance of asset A and B is 1.8268.
The data presented below represents the expected returns on a financial asset in different seasons of the year. Season of year Probability Returns Spring 40% 2% Summer 35% 6% Winter 25% 10% What is the expected return on the asset? ii) What is the standard deviation on the asset? What is the covariance of the asset?
What range of returns should you expect to see with a 99 percent probability on an asset that has an average return of 10 percent and a standard deviation of 24 percent?
To 4-digit accuracy, what is the Mean of IWM return and the Mean of EEM return?
When looking at an assets VaR (5%, normal), what are we discussing? (a) A 5% confidence interval of returns centered on the mean (b) The average 95th-100th percentile of possible returns (c) The average 0th - 5th percentile of possible returns (d) The 5th percentile of possible returns (e) The 95th percentile of possible returns
Which of the following assets dominates Asset X that has 9% expected return andstandard deviation of 11% according to the mean-variance criterion? Asset V: 9.4% expected return, 10% standard deviation Asset R: 8.5% expected return, 7% standard deviation Risk-free asset: 3% expected return, 0% standard deviation Asset S: 11.2% expected return, 14% standard deviation
An asset has an average return of 11.33 percent and a standard deviation of 24.18 percent. What is the most you should expect to lose in any given year with a probability of 2.5 percent? −37.03% −61.21% −24.94% −12.85% −59.69%

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