Question

Consider the following annual returns of Molson Coors and International Paper: Molson Coors International Paper Year...

Consider the following annual returns of Molson Coors and International Paper:

Molson
Coors
International Paper
Year 1 25.8 % 6.4 %
Year 2 10.3 −19.4
Year 3 46.0 −0.4
Year 4 10.7 28.5
Year 5 18.1 −13.0


Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.)


Homework Answers

Answer #1

I here is the detailed calculation with formula of the percentage, standred deviation, coefficient of variation of both the set of data.

Hope you find it helpful. Thank you.

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year...
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year 1 24.2 % ? 9.0 %   Year 2 ? 27.0 16.9   Year 3 18.4 5.0   Year 4 50.7 47.0   Year 5 ? 17.6 ? 17.0    Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Estee Lauder Lowe’s Companies   Average return % %   Standard deviation % %   Coefficient of variation            
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year...
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year 1 24.9 % − 9.0 %   Year 2 − 34.0 17.6   Year 3 19.1 5.7   Year 4 51.4 54.0   Year 5 − 18.3 − 24.0    Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Estee Lauder Lowe’s Companies   Average return % %   Standard deviation % %   Coefficient of variation              
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year...
Consider the following annual returns of Estee Lauder and Lowe’s Companies: Estee Lauder Lowe’s Companies   Year 1 23.6 % ? 8.0 %   Year 2 ? 21.0 16.3   Year 3 17.8 4.4   Year 4 50.1 41.0   Year 5 ? 17.0 ? 11.0    Compute each stock’s average return, standard deviation, and coefficient of variation. (Round your answers to 2 decimal places.) Estee Lauder Lowe’s Companies   Average return % %   Standard deviation % %   Coefficient of variation                Which stock...
Consider the following historical rates of return:                          Year   Stock X returns   &nb
Consider the following historical rates of return:                          Year   Stock X returns                              2014 -0.12                            2015                0.04                                     2016               -0.01                                      2017 0.05                         2018               0.10    2019 0.08 a.  Find standard deviation of these returns. b. Find coefficient of variation (CV). show all work manually!
Analysis of portfolio returns over a 20-year period showed the statistics below. Click here for the...
Analysis of portfolio returns over a 20-year period showed the statistics below. Click here for the Excel Data File (a) Calculate and compare the coefficients of variation. (Round your answers to 2 decimal places.) Investment Mean Return Standard Deviation Coefficient of Variation   Venture funds (adjusted) 18.4          13.0          %          All common stocks 11.9          12.2          %          Real estate 8.5          17.0          %          Federal short-term paper 6.2...
A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand...
A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand Occurring Rate of Return If This Demand Occurs Weak 0.1 (44%) Below average 0.1 (15)    Average 0.4 18    Above average 0.3 39    Strong 0.1 58    1.0 Assume the risk-free rate is 2%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return:   % Standard deviation:   % Coefficient of...
Consider the following realized annual returns: Year Stock A Index 2000 23.6% 47.3% 2001 24.7% 27.7%...
Consider the following realized annual returns: Year Stock A Index 2000 23.6% 47.3% 2001 24.7% 27.7% 2002 30.5% 86.9% 2003 9.0% 23.1% 2004 -2.0% 0.2% 2005 -17.3% -3.2% 2006 -24.3% -27.0% 2007 32.2% 27.9% 2008 4.4% -5.1% 2009 7.4% -11.3% a. Calculate the average of annual returns of the index. a. The average of annual returns of the index is ????%. (round to two decimals) b. Compute the standard deviation of annual returns of the index. b. The standard deviation...
2. International Paper Company’s 2013 annual report disclosed the following pension information: Year Return 2013 14.10%...
2. International Paper Company’s 2013 annual report disclosed the following pension information: Year Return 2013 14.10% 2012 14.10% 2011 2.50% 2010 15.10% 2009 10.08% 2008 -23.60% 2007 9.60% 2006 14.90% 2005 11.70% 2004 14.10% The footnote also reports that International Paper’s expected long-term rate of return on plan assets is 8%. a. Calculate the actual (long-term) rate of return over the past 10 years. b. Does the company’s expected rate of return seem reasonable? Why or why not?
EXPECTED RETURN A stock’s returns have the following distribution: Demand for the Company’s Products Weak Below...
EXPECTED RETURN A stock’s returns have the following distribution: Demand for the Company’s Products Weak Below average Average Above average Strong Probability of this Demand Occurring 0.1 0.1 0.3 0.3 0.2 1.0 Rate of Return if this Demand Occurs (30%) (14) 11 20 45 Assume the risk-free rate is 2%. Calculate the stock’s expected return, standard deviation, coefficient of variation, and Sharpe ratio. 1Expected return = 0.1*(-30%) + 0.1*(-14%) + 0.3*(11%) + 0.3*(20%) + 0.2*(45%) = 13.90% Standard deviation =...
A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand...
A stock's returns have the following distribution: Demand for the Company's Products Probability of This Demand Occurring Rate of Return If This Demand Occurs Weak 0.1 (50%) Below average 0.1 (10)    Average 0.4 13    Above average 0.3 26    Strong 0.1 65    1.0 Assume the risk-free rate is 4%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return:   % Standard deviation:   % Coefficient of...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT