What is the standard deviation of the returns of a portfolio that produced returns of -14%, 30%, and -19% over the last three years? (answer in percent, but without the percent sign, e.g. "7.25" is 7.25%)

Q: If the return on stock A in year 1 was 0 %, in year 2 was 8 %, in year 3 was 14 % and in year 4 was…

A: Year Annual Stock return10%28%314%44%

Q: You observe a portfolio for five years and determine that its average return is 12.68% and the…

A: The Z score for the prediction interval with a 95% confidence interval is 1.96. The range will…

Q: Congratulations! Your portfolio returned 12.9% last year, 2.4% better than the market return of…

A: The sharpe's ,measure of your portfolio is 0.529

Q: None

A: EXCEL WORKINGS:Formulas:Step 1:1. Expected Returns:The expected return (ER) is the average of the…

Q: A stock has had returns of −19.2 percent, 29.2 percent, 26.4 percent, −10.3 percent, 35 percent, and…

A: geometric return = ((1-0.192)*(1+0.292)*(1+0.264)*(1-0.103)*(1+0.35)*(1+0.272))1/6 - 1 geometric…

Q: 1. Using the factor beta estimates and the monthly expected return estimates in the table shown…

A: A risk premium represents the anticipated investment return that an asset is expected to generate…

Q: The standard deviation of stock A's returns (σA) is 34%, and the standard deviation of the market…

A: Standard deviation of stock A's returns (σA) is 34% Standard deviation of the market portfolio (σM)…

Q: Multiple Choice O O O -24.34% -12.61% -59.53% -36.07%

A: Mean return=10.85%Standard deviation=23.46%Find out maximum loss for 2.5% probability.

Q: What is the standard deviation of an efficient portfolio with a 21.4-percent expected rate of…

A: ERP : 21.4%R(f): 6.4%ERM: 9.4%σM: 25.4%

Q: Ve are attempting to compare the performance of two portfolio managers. Based on data gathered for…

A: Expected rate of return is the investor which an investor is expecting from investment in particular…

Q: What is the expected mean and standard deviation if stock returns followed this historical…

A: The formula to compute expected mean as follows:

Q: Marcus has an investment portfolio that paid the rate of return of 24.75%, -11%, - 30%, 19%, 15.5%,…

A: Arithmetic average is sum of all divided by number of return. Geometric return can be calculated by…

Q: You observe a portfolio for five years and determine that its average return is 12.6% and the…

A: Average Return=12.6%Standard Deviation=19.7%Confidence level =95%Required:Low end of 95% prediction…

Q: If a stock has an expected rate of return of 12%. And the standard deviation is 11% then it's annual…

A: Standard deviation refers to the rate of deviation in the returns of the stock. This also indicates…

Q: Last year, your investment in large-company stocks earned an average of 6 percent while T-bills…

A: The correct answer to the question is "Risk premium".According to the Capital Asset Pricing Model…

Q: The low end of the 95% prediction interval is %. (Enter your response as a percent rounded to one…

A: Risk and return are essential financial principles. The term “risk” refers to the uncertainty and…

Q: Your portfolio has provided you with returns of 4.65 percent, 2.33 percent, 11.85 percent, and…

A: Geometric average return refers to the return which is calculated by multiplying the returns for all…

Q: orrelated assets have the same expected return of 10% per year and the same standard deviation of…

A: Portfolio Standard Deviation is the standard deviations of an asset portfolio's interest rate and is…

Q: A price-weighted index comprises of 3 stocks A, B, and C. The beginning of year prices of 3 stocks…

A: Since you have provided two different snips with two different questions, it possible to solve to…

Q: The last four years of returns for a stock are shown here: - a. What is the average annual return?…

A: Given the table of last four years of returns for a stock,1234- 3.61%+ 27.93%+ 11.83%+ 3.92% We have…

Q: A stock has an annual return of 13 percent and a standard deviation 60 percent. What is the smallest…

A: The smallest expected loss or gain depicts that if the probability of unfavorable circumstances is…

Q: Your portfolio has 1 Standard Deviation of +/- 19% points from the average ATR of +12%. Given this…

A: Average True Range: Over a given time period, ATR is the average of the actual ranges that occurred.…

Q: Percentages need to be entered in decimal format, for instance 3% would be entered as .03. That is…

A: Note: Return of the stock is taken what was provided in the previous question. Please adjust the…

Q: Year 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Company A 30% 7% 18% -22% -14% 10% 26% -10%…

A: We have to design two portfolios and then find their average return, standard deviation of return…

Q: The following shows the expected percentage returns on three stocks over the next six years: Stock…

A: Here,

Q: 1) Consider two stocks A and B and their returns are assumed to be normally distributed. Over the…

A: As per the honor code, We’ll answer the first question since the exact one wasn’t specified. Please…

Q: An asset has an average return of 11.45 percent and a standard deviation of 24.36 percent. What is…

A: In order to make well-informed judgments concerning risk and return, investors frequently analyze…

Q: ind a certain stock that had returns of 14.2 percent, −22.1 percent, 28.1 percent, and 19.1 percent…

A: Standard is one of the important statiscal parameter used in finance and used as measure of risk and…

Q: You have been following a stock for 6 months and the following is its past return   Year 1: -5%…

A: Expected return and standard deviation of a stock can be calculated using the below formula.…

Q: lio for five years and determine that its average return is 11.8​%and the standard deviation of its…

A: Value at risk is a metric that measures the magnitude of potential financial losses in a company,…

Q: 88.0

A: Formula to calculate the actual return @95.44% confidence is: 95.44% = [Mean - 2*standard deviation,…

Q: Using single-period arithmetic returns, calculate the value after two periods for the realized…

A: The amount that a present investment will gain in value over time when kept in a compound interest…

Q: I. Consider the following information about K oll and Nell for one-time period: Suppose that the…

A: The first part of the question is asking for the expected return and standard deviation of a…

Q: Consider the two (excess return) index-model regression results for stocks A and B. The risk-free…

A: Market return = 14%Risk free rate = 7%To find: Alpha, Information ratio, Sharpe ratio, and Treynor…

Q: Given the following information, what is (i) the expected return and (ii) the portfolio standard…

A: Expected Return of the stock is the summation of all situation Probability*Return ie.…

Q: (Expected return and risk) The following data represent returns for the common stocks over a…

A: Here,ProbabilityReturns  of Company G0.1-20%0.28.50%0.221%0.3-18%0.24.60%

Q: he last four years of returns for a stock are as shown​ here: LOADING... . a. What is the average…

A: When the yield of an investment is measured in the form of a percentage for each year, it is known…

Q: Assume these are the stock market and Treasury bill returns for a 5-year period: T-Bill Return Year…

A:

Q: d the standard deviation for a security that has three one-year returns of -1%,8% , and 16%,…

A: Standard is one of quantative measure used in finance to measure the risk of the return given by the…

Q: (Expected return and risk) The following data represent returns for the common stocks over a one-…

A: In the given case, we have provided the probability and their respective rate of return of each…