What are the mean, standard deviation, and beta for Tippy stock What are the mean, standard deviation, and beta for Sibbit Stock What are the mean and standard deviation for S P 500 What is the maximum expected loss for Tippy stock at the 1 confidence level using standard deviation What is the maximum expected loss for S P at the 5 confidence level using standard deviation What is the maximum expected loss for stock Tippy stock at the 5 confidence level using beta What is the maximum dollar loss if you invest $4,000,000 in Tippy stock using beta What are the Sharpe and Treynor index for Sibbit stock Assume that T bill rate is 0 05 Year Tippy Stock Sibbit Stock S P 500 2007 10 8 3 85 2 87 2008 3 5 7 25 3 39 2009 4 9 4 33 1 45 2010 2 9 8 21 4 56 2011 3 8 2 55 2 38 The Z statistic at the 5 confidence level is 1 6449 The Z statistic at the 10 confidence level is 1 2816 The Z statistic at the 1 confidence level is 2 3263

Question: What are the mean, standard deviation, and beta for Tippy stock? What are the mean, standard deviation, and beta for Sibbit Stock? What are the

What are the mean, standard deviation, and beta for Tippy stock?

What are the mean, standard deviation, and beta for Sibbit Stock?

What are the mean and standard deviation for S&P 500?

What is the maximum expected loss for Tippy stock at the 1% confidence level using standard deviation?

What is the maximum expected loss for S&P at the 5% confidence level using standard deviation?

What is the maximum expected loss for stock Tippy stock at the 5% confidence level using beta?

What is the maximum dollar loss if you invest $4,000,000 in Tippy stock using beta?

What are the Sharpe and Treynor index for Sibbit stock? Assume that T-bill rate is 0.05%

Year	Tippy Stock	Sibbit Stock	S&P 500
2007	-10.8%	3.85%	-2.87%
2008	-3.5%	-7.25%	3.39%
2009	4.9%	4.33%	1.45%
2010	2.9%	8.21%	4.56%
2011	-3.8%	-2.55%	-2.38%

The Z-statistic at the 5% confidence level is 1.6449

The Z-statistic at the 10% confidence level is 1.2816

The Z-statistic at the 1% confidence level is 2.3263

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Statistic Tippy Stock Sibbit Stock SP 500 Mean 206 132 083 Standard Deviation 556 550 299 Beta 159 024 NA Maximum Expected Loss 1 Confidence 1293 NA N... View full answer

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