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Hi there,
I am working on a problem about joint probability distribution for stock returns. I have attached a graph below that has information on two stocks. My question is, how do I calculate the correlation coefficient between the two stock returns?
Can you please explain in steps how to solve this, thank you.
Step by step
Solved in 2 steps
- What is the value of (F/G, 4.6%, 8)? O.a. 9.4136 O b. 30.7297 c. 3.2644 d. 1.4330 e. 21.444014. Determine the numerical value of the factor (F/A, 5%, 10). A 0.1295 0.0795 12.5779 D 7.7217 B.Calculate the covariance of the following ex-ante returns. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234 or -0.1234, not 12.34% or -12.34%). s ps rA,s rB,s A 0.03 0.08 0.045 B 0.18 0.19 0.045 C 0.29 0.36 0.045 D 0.29 0.18 0.045 E 0.18 0.07 0.045 F 0.03 -0.55 0.045
- Use the following returns for X and Y. Returns Year X Y 1. 21.8% 26.4% 2. -16.8 -3.8 3. 9.8 28.4 4. 19.8 -14.6 5. 4.8. 32.4 a. Calculate the average returns for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the variances for X and Y. (Do not round intermediate calculations and round your answers to 6 decimal places, e.g., 32.161616.) c. Calculate the standard deviations for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)What is the standard deviation of asset M?what are the axcess rates?
- Calculate the arithmetic average of the following returns. Year Return1 0.12 20.16 3 0.24 4 0.13 50.02 Enter the answer with 4 decimals, e.g. 0.1234.Given the re-stated information below (and expected returns you should have already calculated), what is the correlation between Stock A and B returns? Enter correlation rounded to 4th digit, as in "0.1234"Here are the estimated ROE distributions for Firms A, B, and C: Probability 0.1 0.2 0.4 0.2 0.1 Firm A: ROEA 0.0% 5.0% 10.0% 15.0% 20.0% Firm B: ROEB (2.0) 5.0 12.0 19.0 26.0 Firm C: ROEC (5.0) 5.0 15.0 25.0 35.0 Calculate the expected value and standard deviation for Firm C’s ROE. ROEA =10.0%, σA =5.5%; ROEB =12.0%, σB =7.7%. Discuss the relative riskiness of the three firms’ returns. (Assume that these distributions are expected to remain constant over time.) Now suppose all three firms have the same standard deviation of basic earning power (EBIT/Total Assets), σA = σB = σC =5.5%. What can we tell about the financial risk of each firm?
- Given the following data, what is the coefficient of variation? t, R_t 1, 21.01% 2, -13.83% 3, 15.67% 4, 0.88% 5, -1.32% Express your answer in decimal format.Given the forward rate ƒ3,6 = 5% and the forward rate ƒ6,8 3%, calculate the forward rate f3,8. Give your answer as a percentage to 3 significant figures. Do not enter the percentage sign. For example, if your answer is 1.23%, then enter 1.23 =You have the following information: t1 t2 t3 t4 TSLA Returns 0.05 -0.04 0.1 -0.01 Market Returns 0 -0.04 0.01 0.01 What is the Covariance of TSLA and the Market? Type your answer as decimal (i.e. 0.052 and not 5.2%). Round your answer to the nearest four decimals if needed.
