Security A Expected Return Standard Deviation 0.08 0 B 0.1 0.2 C 0.2 0.4 p23 is -1

To 4-dogot accuracy please compute The standard deviation of IWM return and  the standard deviation of EEM return?

High Beta BUSI 2093 | UNIT 9 | Risk and Return QUESTION 2.1 Low Beta High Standard Deviation RISKY MEDIUM LOW RISK RISKY MEDIUM LOW RISK RISKY MEDIUM LOW RISK Low Standard Deviation High Risk & High Expected Return Low Risk & Lower Expected Return RISKY MEDIUM LOW RISK RISKY MEDIUM LOW RISK RISKY MEDIUM LOW RISK

For the toolbar , press ALT + F10 ( PC ) or ALT + FN + F10 ( Mac What is the key difference what is the key deference between Value - at - Risk ( VaR ) and volatility ? More specifically, what is the advantage of using VaR as opposed to volatility ?

Please answer of Q3 :- Comment on the graph

Calculate the expected value of the scenario. X₁ P(x₁) -$0.25 0.1 $0 0.5 $0.25 0.1 $0.50 0.3

Question 3 The Black-Scholes model is a time series (X₂) that follows the dynamics X₁ = X₁-1*exp(μ+0€) where μ, >0 and () is a time series of independent and identically distributed standard Gaussian random variables. Note that E(exp(μ+σt)) = "¹+0² (i) Show that the log-returns of this process X, form a white noise process (ii) Suppose E(X) = 0. Compute E(X₂). Determine if the variance of X, is falling, remains constant or is growing in t.

Ee 320.

M102LON/JAN 3. Security A has the following probability distribution of returns: Scenario Probability Return 1 0.1 15% 2 0.8 25% 0.1 35% What is the variance for Security A? a. 0.002 b. 0.020 С. 0.200 d. 0.300 3.

None