You find the monthly standard deviation of a stock is 8.60 percent. What is the annual standard

Question:

You find the monthly standard deviation of a stock is 8.60 percent. What is the annual standard deviation of the stock?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Fundamentals of Investments, Valuation and Management

ISBN: 978-1259720697

8th edition

Authors: Bradford Jordan, Thomas Miller, Steve Dolvin

See More Books

Question Posted: Nov 15, 2018 10:14 AM

See More Questions

Suppose a financial institution holds a portfolio of bonds with a value of $50,000,000 and duration of 3.5. The portfolio currently yields 4 percent and you dont anticipate any changes in the yield...
Consider the following five monthly returns: a. Calculate the arithmetic average monthly return over this period. *b. Calculate the geometric average monthly return over this period. c. Calculate the...
The weekly standard deviation of a stock is 6.48 percent. What is the monthly standard deviation? The annual standard deviation?
From the data below, how much is subject to regular income tax? * Description Interest income on savings deposits in local banks Income from sale of lot held for investment, located IN Compensation...
Where is the center of mass of a baseball? Where is its center of gravity? Where are these centers for a baseball bat?
I need to find the answers of these. 1. When identical units of an item are purchased at different costs a. an inventory cost flow method must be used under a perpetual inventory system only. b. an...
Examine the following sample data. 32 48 25 135 53 37 5 39 213 165 109 40 1 146 39 25 21 66 64 57 197 60 112 10 155 134 301 304 107 82 35 81 60 95 401 308 180 3 200 59 LO8 a. Construct a...
Cannon Mountain Mining paid $462,300 for the right to extract mineral assets from a 400,000-ton deposit. In addition to the purchase price, Cannon also paid a $900 filing fee, a $1,800 license fee to...
During 2020, Wildhorse Company started a construction job with a contract price of $1,610,000. The job was completed in 2022. The following information is available. Costs incurred to date Estimated...
A solid conductor of circular cross section with a radius of 5 mm has a conductivity that varies with radius. The conductor is 20 m long, and there is a potential difference of 0.1 V dc between its...
What are the Sharpe ratios for the Miranda Fund and the S&P 500? Kelli Blakely is a portfolio manager for the Miranda Fund, a core large-cap equity fund. The market proxy and benchmark for...
You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: What are the Sharpe ratio, Treynor ratio, and Jensens alpha for each portfolio?...
If you hold water in a paper cup over a flame, you can bring the water to a boil without burning the cup. How is this possible?
From the perspective of organizational structure, design, and control, what have gone wrong at PNB? What factors have contributed to its current state of disarray? What should be done next to help...
Your goal is to advise the President on domestic economic policy. Role You are the chair of the Council of Economic Advisors (CEA) Audience Your audience is the President of the United States....
omework quiz 2.1 #1 stem plot The miles per gallon rating for 30 cars are shown below (lowest to highest). 19, 19, 19, 20, 21, 21, 25, 25, 25, 26, 26, 28, 29, 31, 31, 32, 32, 33, 34, 35, 36, 37, 37,...
Your answers are saved automatically. Question Completion Status: QUESTION 1 13 points Save Answer Library A computer memory manufacturer specifies that its memory chip stores data incorrectly an...
Analyze the possible reasons for and responses to Chung's request for a private office. What factors might impact Leary's decision? Identify at least two challenges and dilemmas in managing...
In Exercises a differential equation, a point, and a slope field are given. (a) Sketch two approximate solutions of the differential equation on the slope field, one of which passes through the given...
What types of questions can be answered by analyzing financial statements?
Consider the following APT model: Suppose that the riskless rate R f = 5%, and we have the following data for three stocks. (a) What are the risk premiums of the factors, i.e., 1 and 2 ? (b) What...
In the single factor case, given that R i = E(R i ) + i F + i , the APT model specified as E(R i ) = 0 + i is called the exact APT model by Huberman and Wang (2017). Huberman (1982) considers...
What are the major strengths and weaknesses of the APT in relation to the CAPM?
nformation pertaining to Noskey Corporation s sales revenue follows: November 2 0 2 1 ( Actual ) December 2 0 2 1 ( Budgeted ) January 2 0 2 2 ( Budgeted ) Cash sales $ 1 0 5 , 0 0 0 $ 1 1 5 , 0 0 0...
The management team of Netflix maintains a stable dividend using the Lintner model: Dt+1 = Dt + EPS Target Payout Where Dt (Dt+1) = dividend in the current period t (the next period t + 1) EPSt =...
#1 #2 hapter 50 10 D Werences lav Help Required information [The following information applies to the questions displayed below) Archer Company is a wholesaler of custom-built air-conditioning units...

You find the monthly standard deviation of a stock is 8.60 percent. What is the annual standard

Question:

Step by Step Answer:

86...View the full answer

Fundamentals of Investments, Valuation and Management

Students also viewed these Business questions