Use the data shown in the following table: 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.

Over the past 3 years an investment returned 0.16, -0.11, and 0.08. What is the variance of returns?

How do you turn an income statement int a forecasted return? And how is it helpful?

Matt Peters wishes to evaluate the risk and return behaviors associated with various combinations of assets V and W under three assumed degrees of​ correlation: perfectly​ positive, uncorrelated, and perfectly negative. The expected return and standard deviations calculated for each of the assets are shown in the following​ table: Asset Expected ​ return, r Standard​ deviation), σ V 9​% 14     W 11​% 20%        If the returns of assets V and W are perfectly positively correlated​ (correlation coefficient=+​1), describe the range of​ (1) expected return and​ (2) standard deviation associated with all possible portfolio combinations. b.  If the returns of assets V and W are uncorrelated​ (correlation coefficient=​0),describe the approximate range of​ (1) expected return and​ (2) standard deviation associated with all possible portfolio combinations. c.  If the returns of assets V and W are perfectly negatively correlated​ (correlation coefficient=−​1),…

Required information Consider the following factors. 1. (FIP,21%,34) 2. (A/G,21%,45) Find the numerical values of the factors using the appropriate formula. The numerical value of factor 1 is The numerical value of factor 2 is

Which of the following are measurements of risk? range coefficient of variation mean average standard deviation median

Which of the following statements about the mean-variance criterion is correct?   The mean return equals the riskless interest. Investors select assets that provide the highest variance for the same or higher expected return. Investors select assets that provide the highest rate of return. Investors select assets that provide the lowest variance for the same or higher expected return.

1. What percent of the area under the standard normal curve is within one standard deviation of (above or below) the mean?  2. What does this tell you about scores that are more than one standard deviation away from the mean?

Given the data​ here, Compute the average return for each of the assets from 1929 to 1940 (the Great​ Depression) ​(Round to five decimal​places.) Compute the variance and standard deviation for each of the assets from 1929 to 1940. ​(Round to five decimal​places.) Which asset was riskiest during the Great​ Depression? How does that fit with your​ intuition? ​(Round to five decimal​places.) Note​: Notice that the answers for average​ return, variance and standard deviation must be entered in decimal format.

Time series forecasting maybe used to predict future values of a variable by: A. A simple moving average B. A weighted moving average C. Exponential smoothing D. All of the above