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Consider the following table associated with the Random Returns of Stocks X, Y and the Market, M respectively. TIME R [X] R [Y] R [M]
Consider the following table associated with the Random Returns of Stocks X, Y and the Market, M respectively. TIME R [X] R [Y] R [M] Probability 2017 23% 20% 27% 0.18 2018 28% 32% 36% 0.22 2019 35% 24% 24% 0.15 2020 25% 30% 16% 0.20 2021 17% 18% 34% 0.25 1. Calculate the Expected Returns. 2. Calculate the Variances. 3. Calculate the Risks. 4. Calculate the Covariances. 5. Calculate the Betas and comment analytically. 6. Calculate the Coefficients of Variations. 7. Calculate the Correlation Coefficients.
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