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Consider the following Table: YEAR R(BOA) R(WF) R(M) Probability 2018 28% 26% 32% 0.19 2019 24% 25% 29% 0.21 2020 -6% -9% -2% 0.30 2021
Consider the following Table:
YEAR R(BOA) R(WF) R(M) Probability
- 2018 28% 26% 32% 0.19
- 2019 24% 25% 29% 0.21
- 2020 -6% -9% -2% 0.30
- 2021 23% 21% 31% 0.20
- 2022 20% 26% 35% 0.10
Calculate the following:
- The Expected Returns for BOA, WF and the Market respectively.
- The Variances of the Returns for BOA, WF and the Market respectively.
- The Standard Deviations of the Returns for BOA, WF and the Market respectively.
- The Coefficients of Variation for BOA, WF and the Market respectively.
- The Covariance (BOA, M) and (WF, M) respectively.
- The betas of BOA and WF respectively.
- The Correlation Coefficients for (BOA, M) and (WF, M) respectively
- Explain your answers carefully and use the necessary diagrams to support your findings.
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