Homework Answers
1)
Total return = [(Ending value + dividends - beginning value) / Beginning value] * 100
Total return = [(60 + 1.1 - 30) / 30] * 100
Total return = 103.67%
3)
Arithmetic return = (0.1 - 0.05 + 0.04) / 3
Arithmetic return = 0.03 or 3.00%
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A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: 11.66 You are incorrect 11.66 A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
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A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was its compound average annual return? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was its total return during that period? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32)....
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2.
A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
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A stock you are looking at has generated the following annual returns: 10.0%, -5.0% and 4.0%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32). Numeric Answer: 11.66 You are incorrect 11.66 A stock has generated an annual average return of 8.0% with a standard deviation of 45.0% during the last 10 years. If the average risk-free rate was 1.6%, what was this stock's Sharpe Ratio? Round...
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You are creating a portfolio of two stocks. The first one has a standard deviation of 20% and the second one has a standard deviation of 50%. The correlation coefficient between the returns of the two is 0.2. You will invest 70% of the portfolio in the first stock and the rest in the second stock. What will be the standard deviation of this portfolio's returns? Answer in percent, rounded to two decimal...
please answer those two questions
1.
2.
What is the CAPM required return of a stock with a beta of 2.2 if the risk-free rate is 1.5% and the expected market risk premium is 4.8%? Answer in percent, rounded to two decimal places. (e.g., 4.32% = 4.32) Numeric Answer: On Blackboard under "Course Content / Homeworks and Practice Tests" there is an Excel file titled "HW 6 Data" with monthly stock return data to be used for this question: What...
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