Using the return data on portfolios A and B provided in the accompanying spreadsheet, compute the return volatility for portfolio A. Round off your answer to three digits after the decimal point. State your answer as a percentage point, such as 1.234.
Using the return data on portfolios A and B provided in the accompanying spreadsheet, compute the return volatility for portfolio A. Round off your answer to three digits after the decimal point. State your answer as a percentage point, such as 1.234.
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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Using the return data on portfolios A and B provided in the accompanying spreadsheet, compute the return volatility for portfolio A. Round off your answer to three digits after the decimal point. State your answer as a percentage point, such as 1.234.
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x ✓ fx
X
B
C
Excess Returns over the risk free rate
M
0.67
3.72
-1.56
1
1.69
3.31
2
-2.08
12.37
7.26
3.67
0.32
0.15
-6.14
3.65
4.17
-0.91
-14.55
-0.98
-7.25
-2.71
-0.61
-7.90
2.28
4.39
0.49
9
-13.53
-3.52
-11.00
10 16.91
10.46
8.64
11
7.05
8.53
5.71
12
-8.99
0.46
-6.03
13
0.50
3.08
-2.74
14
-5.48
3.30
-1.70
15
-1.05
4.88
0.84
16
14.19
9.87
8.10
17
10.04
8.24
5.09
18
0.37
4.86
1.13
19
5.91
5.52
1.62
20
1.99
5.81
1.79
21
0.00
3.85
-1.19
22
4.40
7.93
5.50
23
-2.62
4.83
0.71
24
5.74
7.90
5.08
25
7.49
5.86
1.73
26
3.04
5.56
1.22
27
-2.73
3.25
-1.64
28
-5.60
3.11
-1.68
29
3.57
5.19
30
1.54
6.03
31
-2.20
2.20
32
-0.46
4.53
33
2.89
34
3.35
35
4.99
1.19
4
36
ET'S
5.07
7.32
7.10
1.21
1.80
3.43
0.23
0.94
1.40
3.86
3.25
E
H
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