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THe table shows the 12 months return of Stock A. Month Return Jan 7.95% Feb -4.83% Mar -2.39% Apr 13.63% May 2.25% Jun 11.37% Jul
THe table shows the 12 months return of Stock A.
| Month | Return |
| Jan | 7.95% |
| Feb | -4.83% |
| Mar | -2.39% |
| Apr | 13.63% |
| May | 2.25% |
| Jun | 11.37% |
| Jul | 0.74% |
| Aug | 10.01% |
| Sep | -6.51% |
| Oct | -3.74% |
| Nov | 5.73% |
| Dec | 4.17% |
a) What is the sample mean return?
b) What is the semi-variance
c) Assume stock A follows a normal distribution, what is the 1% VAR of stock A
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Financial Management Principles And Practices
Authors: Timothy J. Gallagher
9th Edition
1954156103, 978-1954156104
