Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

3. Measuring stand alone risk using realized (historical) data Returns earned over a given time period are called realized returns. Historical data on realized returns

image text in transcribed
image text in transcribed
3. Measuring stand alone risk using realized (historical) data Returns earned over a given time period are called realized returns. Historical data on realized returns is often used to estimate future results. Analysts across companies se realized stock returns to estimate the risk of a stock. Consider the case of Blue Llama Mining Inc. (BLM): Five years of realized returns for BLM are given in the following table. Remember: 1. While ELM was started 40 years ago, its common stock has been publicly traded for the past 25 years. 2. The returns on its equity are calculated as arithmetic returns. 3. The historical returns for BUM for 2014 to 2018 are: 2014 23.75% 2015 16.15 2016 28.50% 2017 39.90% 2018 12.35% Stock return Given the preceding data, the average realized return on BLM's stock of BUM'S Historical retums. Based on this conclusion, the standard deviation of BLM'S The preceding data series represents historical returns is If investors expect the average realized retum from 2014 to 2018 on stock to continue into the future its coefficient of variation (CV) will be Five years of realized returns for BLM are given in the following table. Ren 1. While BLM was started 40 years ago, its common stock has been publicly traded for the past 25 years. 2. The returns on its equity are calculated as arithmetic returns 3. The historical returns for BLM for 2014 to 2018 are: 2014 2015 2016 2017 39.90% 2018 12.35% Stock return 23.75% 16.15% 28.50% Given the preceding data, the average realized return on BLM's stock is of BLM's historical returns. Based on this conclusion, the standard deviation of BLM's The preceding data series represents historical returns is If investors expect the average realized return from 2014 to 2018 on BLM's stock to continue into the future, its coefficient of variation (CV) will be

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Financial Institutions Management A Risk Management Approach

Authors: Anthony Saunders, Marcia Cornett

7th Edition

0073530751, 9780073530758

More Books

Students also viewed these Finance questions

Question

Did the authors address group similarities and differences?

Answered: 1 week ago

Question

What are the potential strengths of group discussion?

Answered: 1 week ago

Question

Why are groups and teams becoming increasingly popular?

Answered: 1 week ago