Question
A stock had the following annual returns:6.18% ,22.24% ,18.74% , and-25.87%. Compute the following for the stock: a) Expected Return b) Variance : c) Standard
A stock had the following annual returns:6.18% ,22.24% ,18.74% , and-25.87%. Compute the following for the stock:
a) Expected Return
b) Variance :
c) Standard Deviation :
A stock has monthly returns of-26.42% ,-6.92% ,0.96% , and-11.44% . What is the stock's geometric average return?
Q8) A stock has an expected return of17.57%and a standard deviation of12.23%. Compute the following for this stock:
a) Upper range of 68% confindence interval :
b) Lower range of 68% confindence interval :
d) Lower range of 95% confindence interval :
e) Upper range of 95% confindence interval :
e) Upper range of 99% confindence interval :
f) Lower range of 99% confindence interval :
Q9) There is a33.27%probability of a below-average economy and a66.73%probability of an average economy.If there is a below-average economy, Stocks A and B will have returns of3.97%and2.65% , respectively.If there is an average economy, Stocks A and B will have returns of17.69%and4.15%, respectively. Compute the following for Stocks A and B:
a) Stock A Expected Return :
b) Stock B Expected Return :
c) Stock A Standard Deviation :
d) Stock B Standard Deviation :
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