Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock...
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Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Calculate the standard deviation of returns for each stock and for the portfolio. Answers: a) Standard deviation of returns for stock A = b) Standard deviation of returns for stock B = Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 c) Standard deviation of returns for portfolio = % % % Stocks A and B have the following historical returns: Year 2015 2016 2017 2018 2019 Stock A's Returns (24.25%) 18.50 38.67 14.33 39.13 Calculate the standard deviation of returns for each stock and for the portfolio. Answers: a) Standard deviation of returns for stock A = b) Standard deviation of returns for stock B = Stock B's Returns 5.50% 26.73 48.25 (4.50) 43.86 c) Standard deviation of returns for portfolio = % % %
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a x 2425 1850 3867 1433 3913 xmean 2806 Standard deviation of ... View the full answer
Related Book For
Fundamentals of Financial Management
ISBN: 978-1337395250
15th edition
Authors: Eugene F. Brigham, Joel F. Houston
Posted Date:
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