Using the data in the following table, a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. estimate the: a. Estimate the average return and volatility for each stock. The average return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2010 2011 2013 - 13% 20% - 1% Stock A Stock B 20% 12% - 9% Print 2012 8% 9% C Done 2014 4% -9% 2015 11% 27% - X

Using the data in the following table, a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. estimate the: a. Estimate the average return and volatility for each stock. The average return of stock A is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year 2010 2011 2013 - 13% 20% - 1% Stock A Stock B 20% 12% - 9% Print 2012 8% 9% C Done 2014 4% -9% 2015 11% 27% - 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

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Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year 1 19.3 % 5.1 % Year 2 − 9.0 −18.1 Year 3 39.5 −0.8 Year 4 − 8.1 27.2 Year 5 16.8 −11.7 Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Molson Coors International Paper Average return % % Standard deviation % % Coefficient of variation
Match the following ratio functions with the ratio (place the number of your chosen answer into the box with the border beside the term you think it goes with : Dividend Yield Debt ratio Current Ratio Price/Earnings Ratio Acid-test ratio Earnings per share 1. The amount of net income earned for each share of the company's common stock 2. The percentage of a stock's market value returned to stockholders as dividends each period 3. The ability to pay current liabilities with current assets. 4. The percentage of assets financed with debt. 5. The ability to pay all current liabilities if they come due immediately. 6. The market price of $1 of earnings.
Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 75% invested in stock A and 25% in stock B.
A stock has had returns of -19.1 percent, 29.1 percent, 25.2 percent, -10.2 percent, 34.9 percent, and 27.1 percent over the last six years. What are the arithmetic and geometric returns for the stock? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Arithmetic average return Geometric average return % %
Determine the following measures for 20Y2, rounding to one decimal place including, percentage, except for per-share amounts. 5. Number of days sales in receivables 7. number of days sale in inventory 12. return on total asset 14. return on common stockholders equity 17. dividends per share of common stock 18. dividend yield i need help on these questions i have provided please please please
Assume these are the stock market and Treasury bill returns for a 5-year period: Required: a. What was the risk premium on common stock in each year? b. What was the average risk premium? c. What was the standard deviation of the risk premium? (Ignore that the estimation is from a sample of data.) Complete this question by entering your answers in the tabs below. What was the standard deviation of the risk premium? (Ignore that the estimation is from a sample of data.) Note: Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.
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cks A and B have the following historical returns: Year 2016 2017 2018 2019 2020 Stock A's Returns, ra (17.90%) 30.00 13.25 (3.50) 29.75 Stock B's Returns, ra (14.20%) 22.70 a. Calculate the average rate of return for each stock during the period 2016 through 2020. Round your answers to two decimal places. Stock A 39.50 (7.10) 10.70 Stock B b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock 8. What would the realized rate of return on the portfolio have been each year? Round your answers to two decimal places. Negative values should be indicated by a minus sign. Year 2016 2017 2018 2019 2020 What would the average return on the portfolio have been during this period? Round your answer to two decimal places. Portfolio CV e. Assuming you are a risk-averse investor, would you prefer to hold Stock A, Stock B, or the portfolio? ele Calculate the standard deviation of returns for each stock and for the portfolio. Hound your answers to two decimal places.…
Stocks A and B have the following historical returns: Year 2016 2017 2018 2019 2020 Stock A's Returns, ra (15.40%) 29.00 14.25 (5.00) 26.00 Stock B's Returns, ra (15.80%) 21.10 37.30 (6.20) 12.45 a. Calculate the average rate of return for each stock during the period 2016 through 2020. Round your answers to two decimal places. Stock A: Stock B: b. Assume that someone held a portfolio consisting of 50% of Stock A and 50% of Stock B. What would the realized rate of return on the portfolio have been each year Round your answers to two decimal places. Negative values should be indicated by a minus sign. Portfolio CV Year 2016 2017 2018 2019 2020 What would the average return on the portfolio have been during this period? Round your answer to two decimal places. % % % c. Calculate the standard deviation of returns for each stock and for the portfolio. Round your answers to two decimal places. Stock A Stock B Portfolio Standard Deviation d. Calculate the coefficient of variation for each…
Using the data in the following table, calculate the volatility (standard deviation) of a portfolio that is 60% invested in stock A and 40% in stock B. The volatility of the portfolio is %. (Round to two decimal places.) Data table (Click on the following icon in order to copy its contents into a spreadsheet.) Year Stock A Stock B 2010 2011 2012 2013 2014 2015 -10% 19% 4% -3% 5% 12% 19% 39% 24% -8% -8% 35% Print Done Х
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