Between 1999 and 2002, the shares of SKF and Volvo had the following return per year:...
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Between 1999 and 2002, the shares of SKF and Volvo had the following return per year: 1999 2000 2001 2002 SKF -12 % -5% 23% 2% Volvo -15% 11% 34% -6% Use this information to compute: a) The standard deviation of the SKF share. b) The correlation coefficient between the SKF and Volvo shares. Between 1999 and 2002, the shares of SKF and Volvo had the following return per year: 1999 2000 2001 2002 SKF -12 % -5% 23% 2% Volvo -15% 11% 34% -6% Use this information to compute: a) The standard deviation of the SKF share. b) The correlation coefficient between the SKF and Volvo shares. Between 1999 and 2002, the shares of SKF and Volvo had the following return per year: 1999 2000 2001 2002 SKF -12 % -5% 23% 2% Volvo -15% 11% 34% -6% Use this information to compute: a) The standard deviation of the SKF share. b) The correlation coefficient between the SKF and Volvo shares.
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Answer rating: 100% (QA)
To compute the standard deviation of the SKF share we need to follow these steps Step 1 Calculate the average return of SKF over the given period Step ... 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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