Using the data in the following table, a. Average return and volatility for each stock. b. Covariance between the stocks. c. Correlation between these two stocks. estimate the:

how to calculate a stocks average monthly returnn, its return variance, standard deviation and betas

am. 124.

Investors can use certain metrics to assess a stock or stock portfolio's risk.  One of them is the Sortino ratio. What is this ratio and what is unique in its measurement?

Which measure of central tendency is best used for categorical data? a) Mean b) Median c) Mode d) Standard Deviation

The returns on assets C and D are strongly correlated with a correlation coefficient of 0.80. The variance of returns on C is 0.0009, and the variance of returns on D is 0.0036. What is the covariance of returns on C and D? Give typing answer with explanation and conclusion

the formula for the correlation statistic is?

According to the CAPM, a stock's expected return is positively related to its beta. True or False True False

Utilizing the information below on 2 recently purchased stocks, compute the risk of the portfolio for the different levels of correlation between the 2 securities: Stock A B Expected Return 0.14 0.17 Std Dev of returns 0.11 0.11 Proportion invested 0.35 0.65 Correlation coefficient 1 0.4 0.1 0 -0.4 -1

The standard deviation of a portfolio is simply the weighted average of the standard deviations for the individual assets within the portfolio.  Group of answer choices True False