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XYZ stock has the following possible distribution of future return: Prob 5% 7%. 11% 12% 15% 20% 15% 10% 5% Return -50% -20% -12% -6%
XYZ stock has the following possible distribution of future return:
Prob 5% 7%. 11% 12% 15% 20% 15% 10% 5%
Return -50% -20% -12% -6% 7% 11% 16% 25% 30%
If the minimum acceptable return is -10% calculate the expected shortfall. Calculate the semi-variance below the mean return.
Please provide step - by - step formulas and how it was calculated.
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