3. The returns for S&P 500 from 2005 to 2013 are shown as follows:Year200520062007200820092010201120122013Realized Return 4.9%15.8% 5.5% -37.0% 26.5%15.1% 2.1%16.0% 32.4%Suppose the observations are independent, what is the estimation error of the estimated expected re-turn?A. 6.26%B. 18.79%C. 3.53%D. 2.09%

The provided data set is: Year Return 1 4.9 2 15.8 3 5.5 4 -37 5 26.5 6 15.1 7 2.1…

Answered: 3. The returns for S&P 500 from 2005 to…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Observe the mean, the standard deviation, and the CV of the annual rate of return of the portfolio. Apple Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 135.6974 129.4100 156.6900 116.3600 148.7600 12.11% 2020 95.3468 75.0875 136.6900 56.0925 132.6900 80.75% 2019 52.0640 39.4800 73.4125 35.5475 73.4125 86.16% 2018 47.2634 43.0650 58.0175 36.7075 39.4350 -6.79% 2017 37.6378 29.0375 44.1050 29.0050 42.3075 46.11% 2016 26.1510 26.3375 29.5625 22.5850 28.9550 10.03% 2015 30.0096 27.3325 33.2500 25.7800 26.3150 -4.64% 2014 23.0661 19.7546 29.7500 17.8494 27.5950 37.72% 2013 16.8798 19.6082 20.3604 13.9475 20.0364 5.42% 2012 20.5732 14.6868 25.0750 14.6868 19.0062 31.40% 2011 13.0002 11.7704 15.0800 11.2614…
Suppose we have the following returns for large-company stocks and Treasury bills over a six-year period: Year Large-Company US Treasury Bill 1 3.97 6.59 2 14.34 4.42 3 19.23 4.29 4 −14.45 7.32 5 −31.94 5.28 6 37.47 5.38 a. Calculate the arithmetic average returns for large-company stocks and T-bills over this time period. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of the returns for large-company stocks and T-bills over this time period. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the arithmetic average risk premium over this period? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answer…
Q3. Consider the following data. Period Rate of Return (%) 1 -6.0 2 -8.0 3 -4.0 4 2.0 5 5.4 What is the mean growth rate over these five periods?
What is the standard deviation of the following investment: Actual Return Probability 5% 40% 45% 10% -12% -5% 15% 20% ○ 4.6% 12.8% 11.0% 9.2%
The following table shows the Consumer Price Index (CPI), which uses the year 1983 as a baseline (1983 100%). What is the equivalent 1983 yearly salary to a worker who earned $40,000 in the year 2010? Round to the nearest cent. Year 2010 CPI 220.22 2009 216.69 2008 211.14 2007 211.08 2006 202.42 2005 198.3 2004 190.7
Forecasting Methods: Perform Trend Series Analysis (sales projection for the year 10, 12 and 17) Make based on the sales data below:Year 1: 24,333; Year 2: 33,524; Year 3: 26,778; Year 4: 30,567; Year 5: 27,564; Year 6: 24,555; Year 7: 21,777 and Year 8: 25,669.
Risk and Returns. Windsor stock has produced returns of 22.6 percent, 18.7 percent, 15.7 percent, 11.3 percent, 9.8 percent, 7.2 percent, 5.8 percent, 3.1 percent, 1.7 percent, 0.3%, -2.7% and -5.4 percent over the past twelve years, respectively. What range of returns would you expect to see on this stock 95 percent of the time? Please show work
Data for a particular country on consumer debt (as a percentage of personal income) and mortgage debt (also as a percentage of personal income) for the 10 years from 2006 to 2015 are shown in the following table. Consumer Debt r = 6.72 7.07 6.97 6.69 6.19 5.58 5.15 4.95 4.74 4.59 Mortgage Debt 5.96 5.97 5.88 5.60 5.17 5.06 4.96 5.22 5.30 5.45 (a) What is the value of the correlation coefficient for this data set? (Round your answer to four decimal places.)
A panel of 66 economists was asked to predict the average unemployment rate for the upcoming year. The results of the survey follow. Unemployment Rate, % 9.6 10.0 10.4 10.8 11.2 11.6 12.0 Economists 2 4 7 23 14 11 5 On the basis of this survey, what does the panel expect the average unemployment rate to be next year? (Round your answer to two decimal places.)
Suppose that a firm's sales were $3,750,000 five years ago and are $5,250,000 today. What was the geometric mean growth rate in sales over the past five years?
Q7.What is the difference between 2019 FYA revenues and LTM revenues (2019 FYA minus LTM)? C "Reported" Year-to-date Revenues in Income Statement: • Q1 2019: $100.0m • Q2 2019: $250.0m • Q3 2019: $500.0m • Q4 2019: $800.0m • Q1 2020: $250.0m • Q2 2020: $400.0m A. +$125m B.-$150m C. +$75m O D.-$25m

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