9.) The annual volatility of a stock is 0.3345. What is the daily volatility of that stock?...
Question:
9.) The annual volatility of a stock is 0.3345. What is the daily volatility of that stock?
A. 0.0511
B. 0.0337
C. 0.0211
D. 0.0421
10.) The annual volatility of a stock is 0.2532. The expected return on that stock is 11.5%. The yield on a 1-year T-bill is 2.5%. What is the Sharpe ratio of this stock?
A. 0.2511
B. 0.4651
C. 0.2238
D. 0.3555
11.) The expected return of GM is 8.5%. The expected volatility of GM is 0.200. What is the VaR(0.05) of GM?
A. -29.10%
B. -8.33%
C. -24.39%
D. -10.23%
13.) Which of the following is the best measure of risk-adjusted return?
A. excess return
B. variance
C. volatility
D. Sharpe ratio
14.) The number that represents the value that 95% of all expected outcomes should be greater than is the ___________.
A. Sharpe ratio
B. VaR(0.95)
C. volatility
D. VaR(0.05)