Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Hari Day ABC Berhad Harga Penutup Closing Price (RM) ZEF Berhad Harga Penutup Closing Price (RM) KLCI Index Penutup Closing Index 1 1.20 5.00 1650
Hari Day | ABC Berhad Harga Penutup Closing Price (RM) | ZEF Berhad Harga Penutup Closing Price (RM) | KLCI Index Penutup Closing Index |
1 | 1.20 | 5.00 | 1650 |
2 | 1.40 | 5.20 | 1688 |
3 | 1.50 | 5.10 | 1670 |
4 | 1.30 | 5.30 | 1640 |
5 | 1.20 | 5.25 | 1675 |
6 | 1.20 | 5.30 | 1680 |
7 | 1.30 | 5.15 | 1655 |
8 | 1.20 | 5.50 | 1670 |
9 | 1.35 | 5.40 | 1680 |
10 | 1.55 | 5.35 | 1660 |
The above information shows the closing stock prices of ABC Berhad and ZEF Berhad together with KLC Index (KLCI) for ten (10) days of stock market transaction. Based on the information:
- Compute the standard deviation for return on stock ABC Berhad and ZEF Berhad. State which is a riskier stock based on the standard deviation.
- Compute and explain the range of return due to risk based on 68% probability for stock ABC Berhad and ZEF Berhad.
- Compute coefficient of variation for stocks ABC Berhad and ZEF Berhad. State which is the riskier stock for each unit of return.
- Compute the Beta for both stocks. Explain which is a riskier stock based on Beta.
- Perform segregation to show the portion (%) of systematic risk and unsystematic risk for stock ABC Berhad (only).
** Please show the working step. Thankyou
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started