Compute the mean and standard deviation of the holding period returns on stocks.
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Suppose your expectations regarding the stock price are as detailed in the table below. Compute the
State of the Market Probability Ending Price HPR (including dividends)
Boom 0.23 $140 52.0%
Normal growth 0.24 $110 19.0%
Recession 0.53 $80 −11.5%
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- The table below shows the annual return of an investor over a 5 year period. 2017 2018 2019 Year Return 15% 18% 2020 20% -2% 2021 3% Calculate the mean and standard deviation of return.Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard deviation, skew and kurtosis? What are the annualized values of each statistic?Suppose the rate of return for a particular stock during the past two years was 10% and - 45%. Compute the geometric mean rate of return. The geometric mean rate of return is %. (Round to one decimal place as needed.)
- To analyze the risk, or volatility, associated with investing in General Electric common stock, consider a sample of the eight quarterly percent total returns. The percent total return includes the stock price change plus the dividend payment for the quarter. Excel File: data11-06.xlsx 20.0 -20,5 12.2 12.6 10.5 -5.8 -18.7 15.3 a. What is the value of the sample mean (to 1 decimal)? What is its interpretation? This is the estimate of the Select your answer v mean percent total return per quarter for General Electric. b. Compute the sample variance and sample standard deviation as measures of volatility for the quarterly return for General Electric (to 2 decimals). Variance: Standard deviation: c. Construct a 95% confidence interval for the population variance (to 2 decimals). Use Table 11.1. d. Construct a 95% confidence interval for the population standard deviation (to 2 decimals). Use Table 11.1.To analyze the risk, or volatility, associated with investing in General Electric common stock, consider a sample of the eight quarterly percent total returns. The percent total return includes the stock price change plus the dividend payment for the quarter. Excel File: data11-06.xlsx 20.0 -20.5 12.2 12.6 10.5 -5.8 -18.7 15.3 a. What is the value of the sample mean (to 1 decimal)? What is its interpretation? This is the estimate of the-Select your answer-mean percent total return per quarter for General Electric. b. Compute the sample variance and sample standard deviation as measures of volatility for the quarterly return for General Electric (to 2 decimals). Variance: Standard deviation: c. Construct a 95% confidence interval for the population variance (to 2 decimals). Use Table 11.1. sots d. Construct a 95% confidence interval for the population standard deviation (to 2 decimals). Use Table 11.1. sos ReadSpeakerThe rate of return for the last 19 years of a certain segment of the stock market is given in the table. (The data is also provided below the table as a comma-separated list to make it easier to copy.) Market Segment Rate of Return, 2002-2020 Year Rate of Return (%) 2020 3.23 2019 6.14 2018 11.39 2017 15.99 2016 3.24 2015 -3.86 2014 -1.04 2013 8.49 2012 5.93 2011 6.96 2010 1.98 2009 3.13 2008 -6.55 2007 7.27 2006 3.02 2005 -1.34 2004 7.28 2003 6.27 2002 -0.76 Rate of Return (%): 3.23, 6.14, 11.39, 15.99, 3.24, -3.86, -1.04, 8.49, 5.93, 6.96, 1.98, 3.13, -6.55, 7.27, 3.02, -1.34, 7.28, 6.27, -0.76 Find the 34th percentile of the data. 6.46
- Annualized percentage return on investment (as compared to the Standard & Poor's 500 Index) for 10 randomly selected stock screeners are reproduced in the table. Complete parts a through c.Hi! I was working on the question below: The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are normally distributed. Suppose a portfolio has an average annual return of 14.7% (i.e. an average gain of 14.7%) with a standard deviation of 33%. A return of 0% means the value of the portfolio doesn’t change, a negative return means that the portfolio loses money, and a positive return means that the portfolio gains money. And question (a) looks like: What percent of years does this portfolio lose money, i.e. have a return less than 0%? I got a z-score of -0.4455, which corresponds to the p value of 0.3264 on the z-table; I don't understand why the correct answer should be 0.3280 as said by one of the solutions, and I cannot locate such a number on the z-table. Thank you so much!The Capital Asset Pricing Model (CAPM) is a financial model that assumes returns on a portfolio are normally distributed. Suppose a portfolio has an average annual return of 14.7% (i.e. an average gain of 14.7%) with a standard deviation of 33%. A return of 0% means the value of the portfolio doesn't change, a negative return means that the portfolio loses money, and a positive return means that the portfolio gains money. (please round answers to within one hundredth of a percent) (a) What percent of years does this portfolio lose money, i.e. have a return less than 0%? (b) What is the cutoff for the highest 15% of annual returns with this portfolio?
- Pax World Balanced is a highly respected, socially responsible mutual fund of stocks and bonds. Vanguard Balanced Index is another highly regarded fund that represents the entire U.S. stock and bond market (an index fund). The mean and standard deviation of annualized percent returns are shown below. The annualized mean and standard deviation are for a recent 10-years period.†. Pax World Balanced: x = 9.43%; s = 14.13%Vanguard Balanced Index: x = 9.06%; s = 12.56% (a) Compute the coefficient of variation for each fund. (Round your answers to one decimal place.) Pax Vanguard CV % % Compute a 75% Chebyshev interval around the mean for each fund. (Enter your answers to 2 decimal places.) Pax Vanguard Lower Limit Upper LimitPax World Balanced is a highly respected, socially responsible mutual fund of stocks and bonds. Vanguard Balanced Index is another highly regarded fund that represents the entire U.S. stock and bond market (an index fund). The mean and standard deviation of annualized percent returns are shown below. The annualized mean and standard deviation are for a recent 10-years period.†. Pax World Balanced: x = 9.43%; s = 14.13%Vanguard Balanced Index: x = 9.06%; s = 12.56% (a) Compute the coefficient of variation for each fundThe accompanying data represent the monthly rate of return of a certain company's common stock for the past few years. Complete parts (a) and (b) below. Click the icon to view the data table. (a) Determine and interpret the quartiles. The first quartile is Q1 %3D (Round to four decimal places as needed.) The second quartile is Q2 = (Round to four decimal places as needed.) The third quartile is Q3 (Round to four decimal places as needed.) Interpret the quartiles. Choose the correct answer below. A. The first quartile is the lower bound of plausible monthly returns, and the third quartile is the upper bound of plausible monthly returns. Any monthly returns outside of these bounds are outliers. The second quartile represents the most common monthly return. B. Of the monthly returns, 25% are less than or equal to the first quartile, 50% are less than or equal to the second quartile, and 75% are less than or equal to the third quartile. C. The first quartile is one standard deviation below…