Question
You have the following information on the return to three stocks over the past 4 years. USE THIS INFORMATION TO ANSWER QUESTIONS 8 THROUGH 17
You have the following information on the return to three stocks over the past 4 years. USE THIS INFORMATION TO ANSWER QUESTIONS 8 THROUGH 17
Ford GE Amazon
2016 10 - 6 2
2017 - 5 13 6
2018 14 - 5 1
2019 - 7 18 7
First question: What are the sample mean returns for each of these stocks?
a. | Sample mean of Ford = 16 Sample mean of GE = 20 Sample mean of Amazon = 16 | |
b. | sample mean of Ford = 3 sample mean of GE = 5 sample mean of Amazon = 6 | |
c. | Sample mean of Ford = 3 Sample mean of GE =5 Sample mean of Amazon = 4 | |
d. | none of these |
What are the sample variances in returns of the three stocks?
-
a. Sample variance of Ford = 10.551
Sample variance of GE = 14.583
Sample variance of Amazon = 2.944
b. sample variance of Ford = 111.333
sample variance of GE = 212.666
sample variance of Amazon = 89.666
c. sample variance of Ford = 111.333
sample variance of GE = 151.333
sample variance of amazon = 8.666
d. None of these
What are the sample standard deviations of the returns on the three stocks?
-
a. sample standard deviation of Ford = 111.333
sample standard deviation of GE = 212.666
sample standard deviation of Amazon - 8.666
b. sample standard deviation of Ford = 10.551
sample standard deviation of GE = 12.301
sample standard deviation of Amazon = 2.944
c. sample standard deviation of Ford = 10.551
Sample standard deviation of GE =14.583
Sample standard deviation of Amazon = 8.666
d. None of these
What is the sample covariance of the return on Ford and the return on GE?
a. | - 40.66 | |
b. | - 147.666 | |
c. | - 127 | |
d. | None of these |
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