What is the standard deviation of a stock's returns, if the variance of its returns is 0.0256?  Multiple choice question. 0.16% 2.56% 0.07% 16%

The slope of a regression line when the return on an individual stock's returns are regressed on the return on the market portfolio, would be: OAR BR-₁ B OC none of the answers listed here. ODO im

Given the returns and probabilities for the three possible states listed below, calculate the covariance between the returns of Stock A and Stock B. For convenience, assume that the expected returns of Stock A and Stock B are 8.10 percent and 11.60 percent, respectively. (Round answer to 4 decimal places, e.g. 0.0768.) Good OK Poor Covariance Probability 0.22 0.60 0.18 Return on Stock A 0.30 0.10 -0.25 Return on Stock B 0.50 0.10 -0.30

Calculate the correlation coefficient for the portfolio using the following information: Variance of Stock X 0.08 Variance of Stock Y 0.06 Covariance is 0.05 a. 0.1042 b. 0.7217 c. 0.00024 d. 0.0693

the variance of stock A is .004, the variance of the market .007 and the covariance between the two is .0026. what is the correlation coefficient?

A B COV A Return SD 0.05 0.25 0.17 0.18 0.008 4 0.04 Rf this is a minimum variance question what is the weight of stock A what is the weight of stock b what is the return of the portfolio what is the risk of the portfolio

provide step by step explaination (no excel)

Given the following probability distribution, what is the standard deviation of returns for Security J? (Expresss your answer in percentage, but do not include the percent sign, %, i.e., 4.65) State Pi rJ 1 0.2 8 % 2 0.6 12    3 0.2 17

An ideal value-relevant attribute is one for which the correlation coefficient of the values of the attribute and the stock prices is Group of answer choices a. +2.0                                                 b. zero c. +1.0 d. -1.0

The standard deviation of a stock’s return is a measure of its?   Multiple Choice   systematic risk   correlation   expected future return   total risk