Question: A stock has had returns of 17 percent 42 percent
A stock has had returns of –17 percent, 42 percent, 31 percent, –24 percent, 17 percent, and 21 percent over the last six years. What are the arithmetic and geometric returns for the stock?
Answer to relevant QuestionsA stock has had the following year-end prices and dividends: What are the arithmetic and geometric returns for the stock? Refer to Table 10.1 in the text and look at the period from 1973 through 1978. a. Calculate the arithmetic average returns for large-company stocks and T-bills over this time period. b. Calculate the standard deviation of ...In the previous problem, what would the risk-free rate have to be for the two stocks to be correctly priced? Suppose the risk-free rate is 3.9 percent and the market portfolio has an expected return of 11.2 percent. The market portfolio has a variance of .0460. Portfolio Z has a correlation coefficient with the market of .55 and a ...Based on the following information, calculate the expected return and standard deviation of the following stock.
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