Question
Using the data in the following? table, and the fact that the correlation of A and...
Using the data in the following? table, and the fact that the correlation of A and B is 0.59?, calculate the volatility? (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B.
Stock A Stock B
2005 -7 13
2006 15 28
2007 6 15
2008 -5 -7
2009 4 -4
2010 6 34
The Standard deviation of the portfolio is ___%.
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Using the data in the following? table, and the fact that the correlation of A and...
Using the data in the following? table, and the fact that the
correlation of A and B is 0.24?, calculate the volatility?
(standard deviation) of a portfolio that is 50% invested in stock A
and 50% invested in stock B
Stock A
Stock B
2005
-7 29
2006
19 30
2007
8 5
2008
-9 -2
2009
5 -14
2010
5 22
The standard deviation of the portfolio is in percentage?
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the
correlation of A and B is 0.46, calculate the volatility (standard
deviation) of a portfolio that is 80% invested in stock A and
20% invested in stock B.
Realized Returns
Stock A
Stock B
2008
-13%
17%
2009
20%
23%
2010
8%
15%
2011
-8%
-10%
2012
2%
-4%
2013
5%
29%
The standard deviation of the portfolio is
(Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the
correlation of A and B is
0.21,
calculate the volatility (standard deviation) of a portfolio
that is
60%
invested in stock A and
40%
invested in stock B.
Realized Returns
Year
Stock A
Stock B
2008
−2%
27%
2009
9%
38%
2010
10%
1%
2011
−1%
−6%
2012
5%
−15%
2013
10%
26%
The standard deviation of the portfolio is
nothing%.
(Round to two decimal places.)
Using the data in the following table, and the fact that the correlation of A and...
Using the data in the following table, and the fact that the
correlation of A and B is 0.27, calculate the volatility
(standard deviation) of a portfolio that is 70 % invested in stock
A and 30 % invested in stock B.
Realized Returns
Year
Stock A
Stock B
2008
-12%
21%
2009
11%
20%
2010
8%
3%
2011
-8%
-9%
2012
3%
-5%
2013
12%
22%
The standard deviation of the portfolio is nothing%. (Round to
two decimal places.)
Using the data in the following table, estimate the average return and volatility for each stock....
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 %
Using the data in the following table, see the table below, calculate the volatility (standard deviation)...
Using the data in the following table, see the table below,
calculate the volatility (standard deviation) of a portfolio that
is 52 % invested in stock A and 48 % in stock B.
The volatility of the portfolio is ...............%. (Round
to two decimal places.)
Year
2010
2011
2012
2013
2014
2015
Stock A
−9%
10%
8%
−5%
11%
10%
Stock B
22%
28%
21%
−9%
−15%
35%
Using the Data in the following table, calculate the volatility (standard deviation) of a portfolio that...
Using the Data in the following table, calculate the volatility
(standard deviation) of a portfolio that is 57% invested in Stock A
and 43% in stock B.
The volatility of the portfolio is ___% (round to two decimal
places)
Year
2010
2011
2012
2013
2014
2015
Stock A
-5%
11%
7%
-7%
1%
7%
Stock B
30%
22%
3%
-10%
-14%
21%
The following table provides data on the annual stock prices for DEW Technologies. Compute the average...
The following table provides data on the annual stock prices
for DEW Technologies. Compute the average annual return and the
standard deviation of annual returns. (Using excel)
DEW Technologies
1
Date
Closing Price
2
2-Jan2001
$1.51
3
2-Jan-2002
$1.68
4
2-Jan-2003
$1.93
5
2-Jan-2004
$1.74
6
2-Jan-2005
$2.04
7
2-Jan-2006
$2.06
8
2-Jan-2007
$2.22
9
2-Jan-2008
$1.88
10
2-Jan-2009
$1.76
11
2-Jan-2010
$2.03
12
2-Jan-2011
$2.67
13
2-Jan-2012
$3.12
14
2-Jan-2013
$3.44
15
2-Jan-2014
$3.72
Using the data in the following table, estimate the average return and volatility for each stock....
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%
15%
2009
16%
40%
2010
99%
11%
2011
−7%
−3%
2012
22%
−3%
2013
15%
24%
The return of stock A is ????%. (Round to two decimal
places.)
The return of stock B is ????%. (Round to two decimal
places.)
The variance of stock A is ????(Round to five decimal
places.)
The variance of stock...
The table below displays returns associated with a company's shares over the last 15 years. Year...
The table below displays returns associated with a company's
shares over the last 15 years.
Year
Return
(% pa)
2005
9
2006
-2
2007
20
2008
-4
2009
18
Year
Return
(% pa)
2010
8
2011
19
2012
1
2013
13
2014
-2
Year
Return
(% pa)
2015
35
2016
-3
2017
28
2018
18
2019
31
Based on this historic data, calculate the expected return on
the shares and its standard deviation. Give your answers as a
percentage per...
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