Question
Year Stock X Stock Y 1 12.00% -11.00% 2 -8.00% 17.00% 3 11.00% 7.00% 4 0.00% 9.00% 5 11.00% 1.00% What is the standard deviation
| Year | Stock X | Stock Y |
| 1 | 12.00% | -11.00% |
| 2 | -8.00% | 17.00% |
| 3 | 11.00% | 7.00% |
| 4 | 0.00% | 9.00% |
| 5 | 11.00% | 1.00% |
What is the standard deviation of the returns of Stock X?
What is the standard deviation of Stock Y?
What is the covariance of the returns of Stock X with the returns of Stock Y?
What is the correlation of Stock X and Stock Y?
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Finance And Sustainability Proceedings From The Finance And Sustainability Conference Wroclaw 2017
Authors: Agnieszka Bem, Karolina Daszy?ska-?ygad?o , Ta?ána Hajdíková, Péter Juhász
1st Edition
3319922270,3319922289
