Question: If we assume that asset X has an expected return of 10 and a standard deviation of 10, then its coefficient of variation is: 3.162

If we assume that asset X has an expected return of 10 and a standard deviation of 10, then its coefficient of variation is:

3.162

1.000

0.316

2.316

Below is annual stock return data on ABC Corp and XYZ, Inc.

Year ABC XYZ
2010 9% -3%
2011 20% 0%
2012 -9% 20%
2013 5% 9%

What is the average return and standard deviation for each stock? (Round answers to 2 decimal places, e.g. 52.75.)

ABC XYZ
Average return % %
Standard deviation % %

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