YearXReturns18%21« ྂསཋ°1234512Y15%331410-1923-14Using the returns shown above, calculate the arithmetic average returns, the variances,and the standard deviations for X and Y. (Do not round intermediate calculations. Enteryour average return and standard deviation answers as a percent rounded to 2decimal places, e.g., 32.16, and round the variance answers to 5 decimal places, e.g.,.16161.)XYAverage returns%%doVariancesStandard deviations%%

Solution The arithmetic average is the ratio of sum of annual return to the number of years of…

Answered: Year X Returns 18% 21 « ྂསཋ° 12345 12 Y…

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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help please answer in text form with proper workings and explanation for each and every part and steps with concept and introduction no AI no copy paste remember answer must be in proper format with all working
What is the variance and standard deviation of 10%, (15%), 25%, 17%, 3% ?
Problem 10-7 Calculating Returns and Variability Returns Year X Y 1 20 % 15 % 2 23 35 3 9 14 4 − 16 − 21 5 10 25 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. X Y Average returns % % Variances Standard deviations % %
Consider the following five monthly returns: 0.04 −0.03 0.03 0.07 −0.02 a. Calculate the arithmetic average monthly return over this period. b. Calculate the geometric average monthly return over this period. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period.
Returns Year X Y 1 8% 12% 2 21 27 3 - 27 32 4 5 11 18 18 24 Using the returns shown above, calculate the average returns, variances, and standard deviations for X and Y: (Do not round intermediate calculations. Round the final percent answers to 2 decimal places. The variances to 5 decimal places.) Average returns Variances Standard deviations % %
Use the following returns for X and Y. Returns Year 1 22.8% 29.4% - 17.8 10.8 4.8 31.4 4 21.6 - 16.6 5.8 35.4 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.) Y a. Average return % % b. Variance с. Standard deviation %
Returns Year X Y 12345 15% 20% 18 30 9 15 -9 5 10 -16 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.) X Y Average returns 700 % Variances Standard deviations % 200 16 % % 700
The following table has expected returns and variance-covariance of five stocks. The T-Bill rate is 3. Variance-Covariance Returns V F GM WMT Y V 27.226 588.659 -275.078 -319.948 -36.805 -93.170 F 11.653 -275.078 5716.621 22.772 56.588 52.187 GM 4.633 -319.948 22.772 729.510 569.730 -258.506 WMT 12.905 -36.805 56.588 569.730 932.361 367.376 Y 6.908 -93.170 52.187 -258.506 367.376 1466.966 T-Bill 3.000 questions a) determine the Tangency portfolio weights and calculate its expected return, standard deviation and Sharpe Ratio. Assume short sales are allowed. Write the equation of risk-return relations. b) determine the Tangency portfolio and calculate its expected return, standard deviation and Sharpe Ratio assuming…
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 %
Question 8 X 35 36 37 38 39 Required Use the above data to find the variance and standard deviation Another Solution X 35 P(X) 0.1 0.2 0.3 0.3 0.1 36 37 38 39 P(X) 0.1 0.2 0.3 0.3 0.1 +
Isn't the 0.0592 in part 2 the variance? By squaring that you should get 24%?

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