Question

A portfolio produces the following returns in years 1-5: Year Return (%) 1 -8 2 7...

A portfolio produces the following returns in years 1-5:

Year Return (%)
1 -8
2 7
3 5
4 3
5 -2

What is the sample semideviation of returns?

Enter answer in percents, accurate to 2 decimal places.

Homework Answers

Answer #1

Formula Ref:

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
The historical returns on a balanced portfolio have had an average return of 8% and a...
The historical returns on a balanced portfolio have had an average return of 8% and a standard deviation of 15%. Assume that returns on this portfolio follow a normal distribution. [You may find it useful to reference the z table.] a. What percentage of returns were greater than 53%? (Round your answer to 2 decimal places.) b. What percentage of returns were below −7%? (Round your answer to 2 decimal places.)
Security X has the following historical returns. Year Return 1 10% 2 5% 3 -8% 4...
Security X has the following historical returns. Year Return 1 10% 2 5% 3 -8% 4 7% What is the average return of security X (arithmetic return)? (5 points) What is the standard deviation of security X? (5 points) What range of returns would you expect to see 95% of the time for this security? (5 points) What is the geometric return of security X? (5 points)
Suppose the following distribution describes the possible returns from a portfolio in 1 year: there is...
Suppose the following distribution describes the possible returns from a portfolio in 1 year: there is a 32% chance of the portfolio return being -1%, a 21% chance the portfolio return is 5%, otherwise the portfolio return is 9%. What is the standard deviation of the return on this portfolio? (please express your answer as a percentage and use 2 decimal places)
The last four years of returns for a share are as​ follows: Year 1 2 3...
The last four years of returns for a share are as​ follows: Year 1 2 3 4 Return −4.4​% 28.5​% 12.1​% 4.2​% a. What is the average annual​ return? b. What is the variance of the​ share's returns? c. What is the standard deviation of the​ share's returns? ​Note: Enter your answers for the average return and standard deviation as percentages. For the​ variance, enter your answer as a decimal number. a. The average return is .................... ​%. ​(Enter your...
You can form a portfolio of two assets, A and B, whose returns have the following...
You can form a portfolio of two assets, A and B, whose returns have the following characteristics: Expected Return Standard Deviation Correlation A 6% 19% .4 B 18 41 a. If you demand an expected return of 15%, what are the portfolio weights? (Do not round intermediate calculations. Round your answers to 3 decimal places.) Stock Portfolio Weight A B b. What is the portfolio’s standard deviation? (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Enter...
1. Returns on stocks X and Y are listed below: Period 1 2 3 4 5...
1. Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6 7 Stock X 1% 5% -2% 5% 3% 12% 3% Stock Y 7% 5% 10% 5% 1% -3% 10% What is the correlation of returns on the two stocks? Please round your answer to the nearest hundredth. Note that the correct answer will be evaluated based on the full-precision result you would obtain using Excel. 2. Returns on stocks X and Y are...
Consider the following 6 months of returns for 2 stocks and a portfolio of those 2...
Consider the following 6 months of returns for 2 stocks and a portfolio of those 2 stocks. Jan Feb Mar Apr May Jun Stock A 2% 5% -6% 3% -2% 4% Stock B 0% -3% 8% -1% 4% -2% Portfolio 1% 1% 1% 1% 1% 1% What is the expected return and standard deviation of returns for each of the two stocks? What is the expected return and standard deviation of return for the portfolio? Is the portfolio more or...
The returns from an investment are 3% in Year 1, 7% in Year 2, and 19.8%...
The returns from an investment are 3% in Year 1, 7% in Year 2, and 19.8% in Year 3. Calculate the annualized return for the entire period. (Round your intermediate calculations to 4 decimal places and final answer to 2 decimal places. Do NOT include the % sign. Example: .12568 is 12.568%, but would be written as 12.57
You observe an investment that has the following historical returns: Year Return 1 -4.66% 2 0.90%...
You observe an investment that has the following historical returns: Year Return 1 -4.66% 2 0.90% 3 10.81% 4 14.17% 5 15.33% 6 9.14% 7 -28.62% 8 12.76% 9 42.87% 10 -5.67% What was the average (arithmetic mean) return over the 10 year period? What was the investment's variance over the 10 year period? What was the investment's standard deviation over the 10 year period? Assuming the 10 years of return are normally distributed and representative of future returns (big,...
Calculate the variance of the following returns. Year Return 1 0.06 2 -0.05 3   -0.16 4...
Calculate the variance of the following returns. Year Return 1 0.06 2 -0.05 3   -0.16 4   0.28 5 0.08 Enter the answer with 4 decimals, e.g. 0.1234.