A stock has return of -10%, 10%, and 18% in three consecutive years. The A.M of returns

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A stock has return of -10%, 10%, and 18% in three consecutive years. The A.M of returns is?

A stock has a return of -10%, 10%, and 18% in three consecutive years. The MAD of returns is closet to?

A stock has a return of -10%, 10%, and 18% in three consecutive years. Assuming the sample, the standard deviation return is?

Find the 75 percentile for the sample: 10 12 8 13 15 17 17 19 18 23?

Distribution of returns with a greater percentage of small deviations from the mean and a greater percentage of extremely large deviations from mean compared to the normal distribution?

If two events A and B are mutually exclusive?

The probability that a company grows if economic growth is more than 3% is 80% when economic growth is between 0 and 3% is 40% and when economic is negative is 10%. If the probability of economic growth >3% is 25% and <0% is 25% P?

Probability for recession and boom is 25% each. The expected returnfor the stock is -5% in a recession, 5% in a normal economy, and 15% in boom period. What is the expected return for the stock?

Based on Chebyshev's inequality, for a skewed distribution, the minimum percentage of observations that will lie between +- 2 standard deviation?

E(Ra)= 15% and E(Rb)=10%nThe expected return of the equally weighted portfolio of the two is?

Covariance Matrix: Given. The correlation between A and B is the closet to?

For the given covariance matrix, the standard deviation of equally weighted portfolio of A and B is to?

For the given covariance matrix, the standard deviation of equally weighted portfolio of A and B is closet to?

Mean of X = 0.15 Mean of Y = .12 Variance of X = .20 variance of Y =.25 Covariance between X and Y= -.2 U=0.5X + 3V= 2y+ 0.5. The mean of V is?

Mean of X = 0.15 Mean of Y = .12 Variance of X = .20 variance of Y =.25 Covariance between X and Y= -.2 U=0.5X + 3V= 2y+ 0.5. The variance of U is?

Mean of X = 0.15 Mean of Y = .12 Variance of X = .20 variance of Y =.25 Covariance between X and Y= -.2 U=0.5X + 3V= 2y+ 0.5. The covariance between U and V?

How many sequences of 10 moves belong to a group with 6 up moves? Given that stock price can either move up or down.

Erl has a 40% probability that EPS >$3. The probability that ERL's credit rating will be upgraded is 0.70 if EPS>$3 and 0.20 if EPS<=$3. if ERL's credit rating has been upgraded, what updated probability that its EPS>$3?

The probability that S&P500 will increase the next day is 3/5. As stated in odds the probability of an increase is?

If two events A and B are mutually exclusive?

The probability that a company grows if economic growth is more than 3% is 80%, when economic growth is between 0 and 3% is 40% and when economic growth is negative is 10%. If the probability of economic growth >3% is 25% and <0% is 25%, P(company growth)?

probability for recession and boom is 25% each. The expected return for the stock is -5% in a recession, 5% in a normal economy and 15% in boom period. What is the expected return for the stock?

E(Ra)=15% and E(Rb)=10% The expected return of equally weighted portfolio of the two is?