Hey I'm having trouble finding the answer to these finance problems.

Attempts: 2 Average: 2.: 5 :3. Measuring standalone risk using realized data M 1.13 2 Returns earned ever a given time pericd are called realized returns. Histerical data an realized returns is eFten used to estimate future results. Analysts acress companies use realized std-ck returns to estimate the risk at a stack. Consider the case at Happy Deg Sc-ap Inc. {HUS}: Five years at realized returns fer HDS are given in the fellewing table. Remember: 1. While HDS was started 4:1 years age, its cummen std-ck has been publicly traded fer the past 25 years. 2. The returns en its equity are calculated as arithmetic returns. 3. The histerical returns fer HDS fer 2:112 to 2:115 are: 2012 2013 1014 1015 1015 StDEkreturn 1?.50% 11.90% 21.00% 29.40% 9.10% Given the preceding data. the average realized return en HDS's stack is The preceding data series represents at HDS's histerical returns. Based en this canclusien, the standard deviatien cf HDS's histerical returns is If investers expect the average realized return frem 2:112 to 2:116 en HDS's stuck to continue into the future. its coefficient at variatien {EU} will be