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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?

  1. 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?

  1. 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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