ReturnsYearXY18%12%221273- 27324511181824Using the returns shown above, calculate the average returns, variances, and standard deviations for X and Y: (Do not roundintermediate calculations. Round the final percent answers to 2 decimal places. The variances to 5 decimal places.)Average returnsVariancesStandard deviations%%

Standard deviation is measure of risk and is measured as deviation from mean return of the stock.

Year Returns x Y 12345 8% 12% 2 21 27 3 - 27 - 32 4 11 18 18 24 Using the returns shown above, calculate the average returns, variances, and standard devia intermediate calculations. Round the final percent answers to 2 decimal places. The varian Average returns Variances Standard deviations % % %

Year Returns x Y 12345 8% 12% 2 21 27 3 - 27 - 32 4 11 18 18 24 Using the returns shown above, calculate the average returns, variances, and standard devia intermediate calculations. Round the final percent answers to 2 decimal places. The varian Average returns Variances Standard deviations % % %

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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Year INM +5 3 4 Returns 14% 28 9 10 Y 18% 29 10 -26 20 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation answers as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance answers to 5 decimal places, e.g., 16161.) Average returns Variances Standard deviations X 8.00 % 17.90 % Y 10,20 % 21.34 %
Year a. b. 12345 C. Returns X 22.0% 17.0 10.0 20.0 5.0 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.) Y 27.0% 4.0 29.0 - 15.0 33.0 X Answer is complete but not entirely correct. Average return Variance Standard deviation X 8.00 2.445000 x 15.64 % % Y 14.72 X % 4.501920 X 21.22 X %
Returns Year X Y 12345 11% 18% 25 26 11 10 -18 10 -23 17 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation answers as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance answers to 5 decimal places, e.g., .16161.) X Y Average returns % % Variances Standard deviations % %
The variance of stock A is 0.0035 and the return is 0.12, while B has the same return but 0.17 as standard deviation what is the coefficient of variation for stock A what is the coefficlont of varlation for stock b .. Finish attempt Previous page Quiz naV 12 11 10 7. 5 4. 3 ... Finish EN HP Auto
Probability Returns 0.15 0.20 2.0.35 0.20 0.10 8.65 Based on the above information, what is the risk (standard deviations) ? 2.94 3,92 10% 8,68 12% 15% 17% 20%
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 19.6 -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.)
The following are estimates for a stock A. Stock Expected ret. beta firm-specific variance, or Var(e) A 0.15 1.3 0.34 The market index has a standard deviation of 0.22, and the risk-free rate is 0.03 What percentage of stock A's total risk is attributable to systematic risk (or market risk)? Here consider variance as the risk measure. Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321.
Year 123 2 4 5 Returns X 17% 20 -7 11 10 Y 20% 32 Average returns Variances Standard deviations - 18 15 22 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation answers as a percent rounded to 2 decimal places, e.g., 32.16. Enter your variance answers rounded to 5 decimal places, e.g., .16161.) X % % Y % %
Given the following historical returns, what is the variance? Year 1 = 9%; year 2 = -11%; year 3 = 8%; year 4 = -12%; and year 5 = -9%. the correct answer is .0112. How was that found? Please do not answer in excel format
4. Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. Year 1 2 3 4 5 X 12% 28% 9% -7% 10% Return Y 25% 34% 13% -27% 14%

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