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Question 17 Not wat saad Marked it of 12.00 Question 2 (total of 12 marks): Refer to the below table to answer the questions that
Question 17 Not wat saad Marked it of 12.00 Question 2 (total of 12 marks): Refer to the below table to answer the questions that follow. Assume that returns are effective annual rates or net discrete returns Stock and Market Portfolio Effective Annual Returns Year Return on Stock A Return on Market Portfolio 2017 0.22 0.30 2018 0.16 0.07 2019 0.15 0.28 ** F question Provide answers as decimals rounded to 6 decimal places. For example, if your answer is 0.23456789, write it as 0.234568 Question 2a (1 marks): What is stack A's past arithmetic average net discrete return? Answers: Question 2b (1 marks): What is the market's past arithmetic average net discrete return? Answers: Question 2c (2 marks): What is the sample arithmetic standard deviation of stock A's net discrete returns? Answers: Question 2d (2 marks]: What is the sample arithmetic standard deviation of the market portfolio's returns? Answers: Question 2e (2 marks): What is the covariance of stock A's retums with the market portfolio? Answers: Question 2 (1 marks): What is the correlation of returns between stock A and the market? Answers Question 29 (1 marks): What is the beta of stock A? Answers: Question 2h (2 marks): What is the diversifiable variance of stock A? Answers
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