Question
Year GoopGip Stock LoopLip Stock S&P 500 2007 -12.8% 4.85% -1.87% 2008 -4.5% -8.25% 2.39% 2009 5.9% 3.33% 0.45% 2010 1.9% 7.21% 3.56% 2011 -4.8%
| Year | GoopGip Stock | LoopLip Stock | S&P 500 |
| 2007 | -12.8% | 4.85% | -1.87% |
| 2008 | -4.5% | -8.25% | 2.39% |
| 2009 | 5.9% | 3.33% | 0.45% |
| 2010 | 1.9% | 7.21% | 3.56% |
| 2011 | -4.8% | -1.55% | -1.38% |
The Z-statistic at the 90% confidence level is 1.2816
The Z-statistic at the 95% confidence level is 1.6449
The Z-statistic at the 99% confidence level is 2.3263
1. What are the mean and standard deviation for S&P 500?
2. What is the maximum expected loss for GoopGip stock at the 99% confidence level using standard deviation?
3. What is the maximum expected loss for S&P at the 95% confidence level using standard deviation?
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The Handbook Of Mergers And Acquisitions
Authors: David Faulkner, Satu Teerikangas, Richard J. Joseph
1st Edition
0199601461, 978-0199601462
