Question: i need help with this problem You are given the following information concerning a stock and the market: a. Calculate the average return and standard

i need help with this problem

You are given the following information concerning a stock and the market: a. Calculate the average return and standard deviation for the market afld the stock. (Use Excel to complete the problem. Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) b. Calculate the correlation between the stock and the market, as well as the stock's beta. (Use Excel to complete the problem. Do not round intermediate calculations. Round your correlation answer to 2 decimal places and beta answer to 4 decimal places.)

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!

Owen and Sonja Cornell are married. They are the parents of two children: Kirsten (born on July 1, 2000) and Ingrid (born on May 17, 2009). Ingrid does not have any income. Kirsten (SIN 805 232 329)...

boue VIC 3000 TEL: 03 9654 0985 LL: 08 9890 8535 The following data are available relating to the performance of Sooner Stock and the market portfolio: (a) Variable Sooner Stock Market Portfolio...

You are given the following information concerning a stock and the market: Returns Year Market Stock 2014 19 % 31 % 2015 15 15 2016 22 4 2017 8 18 2018 35 16 2019 15 23 a. Calculate the average...

NEED CORRELATION BETWEEN THE STOCK AND THE MARKET, AND THE STOCK'S BETA. ***ROUND CORRELATION ANSWER 2 DECIMAL PLACES AND BETA ANSWER 4 DECIMAL PLACES*** You are given the following information...

1. Calculate the average return and standard deviation for the market and the stock. (Use excel to complete the problem. Round your answer to 2 decimal place. Omit the "%" sign in your response.) 2....

thank you :) You are given the following information concerning a stock and the market: Year 2014 2015 2016 2017 2018 2019 Returna Market Stock 15% 11 Correlation Beta 28 20 -8 35 15 Average return...

You are given the following information concerning a stock and the market: Returns Year Market Stock 2008 17 % 29 % 2009 13 13 2010 20 3 2011 8 16 2012 35 16 2013 15 21 1. Calculate the average...

1. Calculate the average return and standard deviation for the market and the stock. (Use excel to complete the problem. Do not round intermediate calculations. Enter your answers as a percent...

Problem 12-22 Calculating Beta (LO4, CFA1) You are given the following information concerning a stock and the market: Returns Year Market Stock 2014 14 % 26 % 2015 10 10 2016 20 3 2017 15 31 2018 35...

You are given the following information concerning a stock and the market 16% 28% 2012 2013 15 16 -25 16 15 26 2016 a. Calculate the average return and standard deviation for the market and the...

You are given the following information concerning a stock and the market: Year 2014 2015 2016 2017 2018 2019 Returns Market Stock 15% 27% 11 11 20 3 -8 -32 35 16 15 19 a. Calculate the average...

Determine the missing values indicated by the letters (a) through (h).

Calculate autonomous expenditure. Calculate the marginal propensity to consume. A C D E F G 100 110 50 60 60 15 50 60 60 30 50 60 60 45 50 60 60 60 50 60 60 75 60 60 90 200 70 230 400 500 350 600 50

Auto company s manufacturing overhead is 4 0 % of its total conversion costs. If direct labor is 6 7 , 2 0 0 and if direct materials are 2 3 , 6 0 0 the manufacturing overhead is .

On 1 March 2007 DB Limited issued R560 000 15% debentures at R98. The debentures were to be redeemed at par in four equal annual payments starting 28 February 2010. Required: Journalise the above...