Stocks Y and Z have the following returns between 2014 and 2018: Stock Y's return, rY...
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Stocks Y and Z have the following returns between 2014 and 2018: Stock Y's return, rY Stock Z's return, rZ Year 2014 2015 2016 2017 2018 -18% 33% 15% -1% 25% -15% 22% 30.5% -8% 27% i.Calculate the average return for each stock. ii. Calculate the standard deviation of returns for each stock. iii. Calculate the coefficient of variation for each stock. iv. Assume you held a portfolio consisting of 60% of Stock Y and 40% of Stock Z. Calculate the average return of the portfolio during this period. v. Calculate the standard deviation of the portfolio if the correlation between Stock Y and Stock Z is 10%. Stocks Y and Z have the following returns between 2014 and 2018: Stock Y's return, rY Stock Z's return, rZ Year 2014 2015 2016 2017 2018 -18% 33% 15% -1% 25% -15% 22% 30.5% -8% 27% i.Calculate the average return for each stock. ii. Calculate the standard deviation of returns for each stock. iii. Calculate the coefficient of variation for each stock. iv. Assume you held a portfolio consisting of 60% of Stock Y and 40% of Stock Z. Calculate the average return of the portfolio during this period. v. Calculate the standard deviation of the portfolio if the correlation between Stock Y and Stock Z is 10%.
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Stock Return Calculations Based on the provided data for Stocks Y and Z between 2014 and 2018here ar... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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