Using the data from Table 3 9 4 for the portfolio investments of CREF in aerospace and defense a Find the standard deviation of portfolio value for these firms stock in CREFs portfolio b Find the range of these portfolio values c Find the coefficient of variation d Interpret the variability based on these three summaries e How many portfolio values are within one standard deviation of the average How does this compare to what you would expect for a normal distribution f How many portfolio values are within two standard deviations of the average How does this compare to what you would expect for a normal distribution

Question: Using the data from Table 3.9.4 for the portfolio investments of CREF in aerospace and defense: a. Find the standard deviation of portfolio value for

Using the data from Table 3.9.4 for the investments of CREF in aerospace and defense:
a. Find the standard deviation of value for these firms’ stock in CREF’s Find the range of these values.
c. Find the coefficient of variation.
d. Interpret the variability based on these three summaries.
e. How many values are within one standard deviation of the average? How does this compare to what you would expect for a normal distribution?
f. How many values are within two standard deviations of the average? How does this compare to what you would expect for a normal distribution?

Step by Step Solution

★★★★★

3.37 Rating (172 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

a The standard deviation is 75354214 b The range is 363982... View full answer

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Document Format (1 attachment)

636-M-S-D-A (4679).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!

Using the data from Table 3.9.4 in Chapter 3, for the portfolio investments of College Retirement Equities Fund in aerospace and defense: a. Find the average market value for each firms stock in...

Consider the costs charged for treatment of heart failure and shock by hospitals in the Puget Sound area, using the data from Table 3.9.6 of Chapter 3. a. Summarize the costs. b. Draw a box plot. c....

Using the data from Table 3.8.4 in Chapter 3, for the market values of the portfolio investments of the College Retirement Equities Growth Fund in the media sector: a. Find the average market value...

can you help with questions 41-80? I have attached the document again for reference. 1. The form of organization for a business is not an important issue, as this decision has very little effect on...

I need drastic help. I have attached a document that is to help me in my finance class. Are you able to help me work through this set of questions? 1. The form of organization for a business is not...

Section 1. Another utilization of cash flow analysis is setting the bid price on a project. To calculate the bid price, we set the project NPV equal to zero and find the required price. Thus, the bid...

pls show excel formula to calculate. thx. i need orange answered for #3 and 4 The table to the left includes a sample of the daily return data for six different assets over the past year. 1....

How does adding stocks to a portfolio affect its volatility? What is the efficient frontier? What is the Sharpe ratio, and what does it measure? How does beta affect an investment's cost of capital?...

Question v. Bob Walker, the divorced, 57 year old, owner of Salsa Dog, sat alone in his home office with the most recent company financial statements spread out on his desk. Although he spent the...

The following information has been taken from the statement of financial position of Vixen Co, a listed company: $m Non-current assets50 Current assets Cash and cash equivalents 4 Other current...

On January 1, 2011, Cai Company issued a 10% convertible bond at par, with a face value of 100,000, maturing on January 1, 2021. The bond is convertible into ordinary shares of Cai at a conversion...

The performance of a turbo-machine like pumps, water turbines, fans or blowers for incompressible flow can be expressed as a function of: (i) Density of the fluid, , (ii) Speed of the rotor, N, (iii)...

(Appendix 5A) Activity-Based Management, Nonvalue-Added Costs Danna Martin, president of Mays Electronics, was concerned about the end-of-the-year marketing report that she had just received....

Learn to recognize the signs of groupthink.

Assume that electronic microchip operating speeds are normally distributed with a mean of 2.5 GHz and a standard deviation of 0.4 GHz. What percentage of your production would you expect to be...

Although you do not know the exact total amount of payments you will receive next month, based on past experience you believe it will be approximately $2,500 more or less than $13,000, and will...

Suppose 17% of the items in a large warehouse are defective. You have chosen a random sample of 350 items to examine in detail. Find the probability that more than 20% of the sample is defective.

Two rival football fans have made the following wager: if one fan's college football team wins the conference title outright, the other fan will donate $1,800 to the winning school. Both schools have...

Investors require an 8% rate of return on Mather Company's stock (l.e., rs = 8%). a. What is its value if the previous dividend was Do = $4.00 and investors expect dividends to grow at a constant...

Please explain and give example in the following: 1. Statistical data 2. Combination of statistical data 3. expert judgment data