Question
What are the annual return prediction intervals for each stock and the market for the next period? What does this measure tell us about the
What are the annual return prediction intervals for each stock and the market for the next period? What does this measure tell us about the variation of returns for the market and each stock?
Market Return Average, monthly returns 0.18% std of returns 3.48% Coefficient of Variation 19.73 Correlation Coefficient Sharp Ltd Return Blunt Ltd Return 1.01% 2.56% 2.536633 -0.012423965 0.70% 1.85% 2.634530
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Introduction To Probability And Statistics
Authors: William Mendenhall, Robert Beaver, Barbara Beaver
14th Edition
1133103758, 978-1133103752
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