please show how to get the answer in part c) 0.0355** standard deviations are correct, they will
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please show how to get the answer in part c) 0.0355**
standard deviations are correct, they will help you find the answer.
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Use the accompanying data to complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly returns between Stantec and Canadian Tire is 0.18215. (Round to five decimal places.) b. The standard deviation of annual returns for Stantec is 24.49 %. (Round to two decimal places.) The standard deviation of annual returns for Canadian Tire is 17.56 %. (Round to two decimal places.) c. Compute the annual variance of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. The annual variance of the portfolio is 0.0355 (Round to four decimal places.) Compute the annual standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. The standard deviation of the portfolio is 18.84 %. (Round to two decimal places.) Use the accompanying data to complete parts a through c below. a. Compute the correlation of monthly returns between Stantec and Canadian Tire. b. Compute the annual standard deviation of Stantec and Canadian Tire. c. Compute the annual variance and standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. Click the icon to view the data table. a. The correlation of monthly returns between Stantec and Canadian Tire is 0.18215. (Round to five decimal places.) b. The standard deviation of annual returns for Stantec is 24.49 %. (Round to two decimal places.) The standard deviation of annual returns for Canadian Tire is 17.56 %. (Round to two decimal places.) c. Compute the annual variance of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. The annual variance of the portfolio is 0.0355 (Round to four decimal places.) Compute the annual standard deviation of a portfolio of 70% Stantec stock and 30% Canadian Tire stock. The standard deviation of the portfolio is 18.84 %. (Round to two decimal places.)
Expert Answer:
Answer rating: 100% (QA)
Dec17 TOTAL Mean G 8104 60 135 Standard Deviation Risk 29496060 V4916 701 STOCK Canadian Tire H Asse... View the full answer
Related Book For
Service Management Operations Strategy Information Technology
ISBN: 978-0077841201
8th edition
Authors: James Fitzsimmons, Mona Fitzsimmons, Sanjeev Bordoloi
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