Question: Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns year stock A stock B 2008 -7%

Using the data in the following table, estimate the average return and volatility for each stock.

Realized Returns

year stock A stock B

2008 -7% 20%

2009 18% 23%

2010 9% 12%

2011 -4% -4%

2012 4% -8%

2013 10% -28%

The return of stock A is %

the return of stock B %

The variance of stock A

The variance of stock B

The standard deviation of Stock A %

The standard deviation of stock B %

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!

Q:

Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 21% 1998 -10% 1999 20% 30% 2000 5% 7% 2001 -5% -3% 2002 2% -8%...

Q:

Ch12 1. Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A Stock B 21% 25% 11% 19% 33% 99%...

Q:

Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 2008 2% 27% 2009 10% 22% 2010 9% 5% 2011 6% 5% 2012 1% 15% 2013...

Q:

question 2 question 3 You are considering how to invest part of your retirement savings. You have decided to put $600,000 into three stocks: 67% of the money in GoldFinger (currently $23/share), 18%...

Q:

- 2% 18% Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 2008 2009 10% 32% 2010 7% 2011 -9% -7% 2012 3% 2013...

Q:

Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 2008 7% 29% 2009 15% 28% 2010 77% 77% 2011 7% 1% 2012 44% 12%...

Q:

Year Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Stock A Stock B 2008 -6% 16% 2009 36% 2010 8% 15% 2011 2% -3% 2012 4% - 15%...

Q:

The return of stock A is ___ %. (Round to two decimalplaces.) The return of stock B is ____%. (Round to two decimalplaces.) The variance of stock A is ____%.(Round to five decimalplaces.) The...

Q:

Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year 2008 2009 2010 2011 2012 2013 Stock A - 12% 15% 2% - 1% 5% 7% Stock B 24% 27%...

Q:

Using the data in the following table, estimate the average return and volatility for each stock. Realized Returns Year Stock A Stock B 2 0 0 8 1 3 % 2 4 % 2 0 0 9 2 0 % 2 7 % 2 0 1 0 6 % 9 % 2 0 1 1...

Q:

The horizontal surface area As (m2) of a lake at a particular depth can be computed from volume by differentiation, Where V= volume (m3) and z = depth (m) as measured from the surface down to the...

Q:

A consultant is looking to determine the number of observation for an initial time study on loan application processing time. Data shows an average time of 3.00 minutes and a standard deviation of...

Q:

21. A game is such that a fair die is rolled repeatedly until a '6' is obtained. Find the probability that (i) (a) the game ends on the third roll, (b) the game ends on the fourth roll, (c) the game...

Q:

Which organization has issued minimum standards for the reporting of investment performance? O a. FINRA O b. Association for Security Analysts and Portfolio Managers O c. Securities and Exchange...