You find that the annual standard deviation of a stock's returns is equal to 35%. For a 4 year holding period the standard deviation of your total return would equal ________.
Standard deviation for 4 year=sqrt(4)*standard deviation of 1 year=2*standard deviation opf 1 year=2*35%=70%
You find that the annual standard deviation of a stock's returns is equal to 35%. For...
You find that the annual standard deviation of a stock's returns is equal to 23%. For a 13 year holding period the standard deviation of your total return would equal ________. 63% 50% 83% 93%
The standard deviation of a stock's annual returns is 51.1%. The standard deviation of market returns is 20.9%. If the correlation between the returns of the stock and the market is 0.5, what is this stock's beta? Round to two decimal places
The standard deviation of a stock's annual returns is 35.0%. The standard deviation of market returns is 26.0%. If the correlation between the returns of the stock and the market is 0.2, what is this stock's beta? Round to two decimal places. Numeric Answer:
A stock had the following annual returns: 15%, 9%, 28%, and -16%. What is the stock's expected return, variance, and standard deviation? (Show your answer to 4 decimals. Please NOTE when solving for standard deviation use your rounded answer from variance.) Expected Return: Variance: Standard Deviation:
The standard deviation of annual returns for Stock Y is 44%. The standard deviation of annual returns for Stock Z is 74%. The correlation between the two stocks' returns is +1. If you decide to buy $4400 worth of Stock Z, figure out how much of Stock Y you need to buy or sell in order to create a net-short hedge portfolio. Then, for your answer, type the initial value of the portfolio. Since the portfolio is net-short, type your answer...
The standard deviation of annual returns for Stock Y is 45%. The standard deviation of annual returns for Stock Z is 71%. The correlation between the two stocks' returns is +1. If you decide to buy $4500 worth of Stock Z, figure out how much of Stock Y you need to buy or sell in order to create a net-short hedge portfolio. Then, for your answer, type the initial value of the portfolio. Since the portfolio is net-short, type your answer...
Stock A's annual returns have a standard deviation of 27%. Stock B's annual returns have a standard deviation of 76%. The two stocks have a correlation of 0. Use calculus to find out what percentage of your money you should invest in Stock A in order to minimize the standard deviation of a portfolio of A and B. Please show step by step! Use formula if needed. Answer:
1) A stock has generated an annual average return of 9.5% with a standard deviation of 40.7% during the last 10 years. If the average risk-free rate was 1.7%, what was this stock's Sharpe Ratio? Round to two decimal places. 2) The standard deviation of a stock's annual returns is 40.4%. The standard deviation of market returns is 24.3%. If the correlation between the returns of the stock and the market is 0.3, what is this stock's beta? Round to...
You find a certain stock that had returns of 15 percent, -17 percent, 23 percent, and 11 percent for four of the last five years. Assume the average return of the stock over this period was 10 percent. a. What was the stock's return for the missing year? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of the stock's returns? (Do not round...
You find a certain stock that had returns of 15 percent, -17 percent, 23 percent, and 11 percent for four of the last five years. Assume the average return of the stock over this period was 10 percent. a. What was the stock's return for the missing year? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What is the standard deviation of the stock's returns? (Do not round...