a. Calculate the average return over the 4-year period for each of the three alternatives. b. Calculate the standard deviation of returns over the 4-year period for each of the three alternatives. c. Use your findings in parts a and b to calculate the coefficient of variation for each of the three alternatives. d. On the basis of your findings, which of the three investment alternatives do you think performed better over this p

This is a three-part question. Answer to part one is 2.4%; please help me solve for parts two and three. Thank you.

Note:- Do not provide handwritten solution. Maintain accuracy and quality in your answer. Take care of plagiarism. Answer completely. You will get up vote for sure.

An investment has been found to have two different IRRs, one at 14% and the other at 20%. When a required return of 17% is used, the NPV of the investment is negative. Knowing this:     ​a. What range of required returns will generate a negative NPV?     ​b. What range of required returns will generate a positive NPV?

Which of the following statements are correct? I.The standard deviation is a measure of risk.II.The variance of yearly returns is roughly the variance of monthly returns multiplied with 12.III.To decide whether asset A is more risky than asset B we can either use their standard deviations or their variances.     Group of answer choices II and III only I, II and III I and II only I and III only

Compute the (a) expected return, (b) standard deviation, and (c) coefficient of variation for investments with the following probability distributions: (LO 8-2) Probability rA rB 0.3 30.0% 5.0% 0.2 10.0 15.0 0.5 - 2.0 25.0

Use the data shown in the following table: K a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was the riskiest during the Great Depression? How does that fit with your intuition? Note: For all your answers type decimal equivalents. Data table Year 1929 1930 1931 1932 1933 1934 1935 1936 1937 1938 1939 1940 S&P 500 -0.08906 -0.25256 - 0.43861 -0.08854 0.52880 -0.02341 0.47221 0.32796 -0.35258 0.33204 -0.00914 - 0.10078 Small Stocks - 0.43081 -0.44698 -0.54676 -0.00471 2.16138 0.57195 0.69112 0.70023 - 0.56131 0.08928 0.04327 -0.28063 Corp. Bonds 0.04320 0.06343 -0.02380 0.12199 0.05255 0.09728 0.06860 0.06219 0.02546 0.04357 0.04247 0.04512 World Portfolio -0.07692 -0.22574 -0.39305 0.03030 0.66449 0.02552 0.22782 0.19283 -0.16950 0.05614 -0.01441 0.03528 Treasury Bills 0.04471 0.02266 0.01153 0.00882 0.00516 0.00265 0.00171 0.00173…

I asked this question before, and got an answer, but I have a question about the response that was given.  The original question was: For an initial investment of 100, an investment yields returns of X1 and X2, where X1 and X2 are independent normal random variables with mean 60 and variance 25.  What is the probability that the rate of return of this investment is greater than 10%? In the answer that was given it says that the gain of the investment is X1+X2.  My question is why can we just group those together as one amount?  I was given a formula in my class that says the return on the investment would be the solution to the equation: -100+  X1/(1+r) +   X2/(1+r)2=0.  If this formula is used, a different solution would result for this problem.

The historical returns for two investments-A and B-are summarized in the following table for the period 2016 to 2020, Use the data to answer the questions that follow. a. On the basis of a review of the return data, which investment appears to be more risky? Why? b. Calculate the standard deviation for each investment's returns. c. On the basis of your calculations in part b, which investment is more risky? Compare this conclusion to your observation in part a. a. On the basis of a review of the return data, which investment appears to be more risky? Why? (Choose the best answer below.) A. The riskier investment appears to be investment B, with returns that vary widely from the average relative to investment A, whose returns show less deviation from the average. B. Investment A and investment B have equal risk because the average returns are the same. C. The riskier investment appears to be investment A, with returns that vary widely from the average relative to investment B, whose…

The historical returns for two investments A and B—are summarized in the following table for the period 2016 to 2020, Use the data to answer the questions that follow. a. On the basis of a review of the return data, which investment appears to be more risky? Why? b. Calculate the standard deviation for each investment's returns. c. On the basis of your calculations in part b, which investment is more risky? Compare this conclusion to your observation in part a. a. On the basis of a review of the return data, which investment appears to be more risky? Why? (Choose the best answer below.) A. The riskier investment appears to be investment B, with returns that vary widely from the average relative to investment A, whose returns show less deviation from the average. B. The riskier investment appears to be investment A, with returns that vary widely from the average relative to investment B, whose returns show less deviation from the average. C. Investment A and investment B have equal risk…