A stock's returns have the following distribution: Demand for the Company's Products Weak Below average Probability of This Demand Occurring 0.1 0.2 Rate of Return If This Demand Occurs (42%) (13) 113 Average Above average Strong 0.3 0.3 0.1 1.0 Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: 10.2 % Standard deviation: Coefficient of variation: Sharpe ratio: %

A stock’s returns have the following distribution:Demand for theCompany’s ProductsProbability of thisDemand OccurringRate of Return if thisDemand OccursWeak 0.1 (30%)Below average 0.1 (14)Average 0.3 11Above average 0.3 20Strong 0.2 451.0Assume the risk-free rate is 2%. Calculate the stock’s expected return, standard deviation,coefficient of variation, and Sharpe ratio.

A stock's returns have the following distribution: Demand for theCompany's Products Probability of ThisDemand Occurring Rate of Return IfThis Demand Occurs Weak 0.1 (42%) Below average 0.1 (10)    Average 0.4 14    Above average 0.3 35    Strong 0.1 48      1.0   Assume the risk-free rate is 3%. With excel, calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return:   % Standard deviation:   % Coefficient of variation:  Sharpe ratio:

The market and Stock A have the following probability distributions: Probability Return on market Return on Stock A 0.2 18% 16% 0.3 12% 14% 0.5 10% 11%   Calculate the expected rates of return for the market and Stock A. Calculate the coefficient of variation for the market and Stock A (Standard deviation for market is 3.0265% and standard deviation for Stock A is 2.0224%).

Please also explain calculations/steps.  A stock's returns have the following distribution: Demand for theCompany's Products Probability of ThisDemand Occurring Rate of Return IfThis Demand Occurs Weak 0.1 (20%) Below average 0.1 (5)    Average 0.5 15   Above average 0.2 27   Strong 0.1 50     1.0   Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return:   % Standard deviation:   % Coefficient of variation:  Sharpe ratio:

Given the following information, determine the beta coefficient for Stock A that is consistent with equilibrium: expected return on A= 14.5%; rRF=4.0%; rM=10.5%

A stock's return has the following distribution: Demand for theCompany's Products Probability of ThisDemand Occurring Rate of Return if ThisDemand Occurs (%) Weak   0.1   -20 %  Below average   0.2   -8   Average   0.4   17   Above average   0.2   35   Strong   0.1   65       1.0       Calculate the stock’s expected return and standard deviation. Do not round intermediate calculations. Round your answers to two decimal places. Expected return:   % Standard deviation:   %

Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places ng distribution: Demand for theCompany's Products Probability of thisDemand Occurring Rate of Return ifthis Demand Occurs Weak 0.1 (20%) Below average 0.1 (13)    Average 0.3 18    Above average 0.3 40    Strong 0.2 64      1.0

Expected Return: Discrete Distribution A stock's return has the following distribution: Demand for theCompany's Products Probability of ThisDemand Occurring Rate of Return if ThisDemand Occurs (%) Weak   0.1   -20% Below average   0.2   -8 Average   0.4   6 Above average   0.2   30 Strong   0.1   65     1.0     Calculate the stock's expected return. Round your answer to two decimal places. % Calculate the standard deviation. Round your answer to two decimal places. %

In the CML graph below, MVE refers to the market portfolio, and A, B, C are three stocks. Assume that all assets are priced correctly under the CAPM. What is the beta and systematic variance of stock B? Expected Return [E] 35% 30% 25% 20% 15% 10% 5% OE. 0% 0% Select one: O A. 1, 0.04 O B. 1, 0.16 O C. O D. 10% MVE CML (Capital Market Line) 20% A 30% Standard Deviation [SD(r)] 1.5, 0.09 1, 0.4 Cannot be determined from the information given C B 40% 50% 60%