Question: Question 9 Using the data in the following table, estimate the average return and volatility for each share. Click on the icon located on the
Question 9 Using the data in the following table, estimate the average return and volatility for each share. Click on the icon located on the top-right corner of the data table below to copy its contents into a spreadsheet Realized Returns Year Share A Share B 2007 -14% 14% 2008 11% 34% 2009 6% 6% 2010 -9% -10% 2011 1% -12% 2012 6% 21% The return of share A is - %. (Round to two decimal places.) Question 10: Suppose Sonic Health Care and Healthscope have the expected returns and volatilities shown below, with a correlation of 21.7% ER SDIRI Sonic Health Care 6.4% 15.9% Healthscope 9.2% 20.3% For a portfolio that is equally invested in Sonic Health Care's and Healthscope's shares, calculate: a. The expected return The expected return of the portfolio is (Round to one decimal place.) b. The volatility (standard deviation). %. m
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