Question

what is the formula for computing the excess return, mean, variance, skewness and kurtosis.

what is the formula for computing the excess return, mean, variance, skewness and kurtosis.
Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

Dear student,
I am waiting for your feedback. I have given my 100% to solve your queries. If you are satisfied by my given answer. Can you please like it☺

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
In what way do skewness and excess kurtosis affect the relationship between VaR and Expected Shortfall?
In what way do skewness and excess kurtosis affect the relationship between VaR and Expected Shortfall?
Consider the following set of data: 15, 20, 21, 20, 36, 15, 25, 15. a. What...
Consider the following set of data: 15, 20, 21, 20, 36, 15, 25, 15. a. What is the skewness of the data? b. What is the kurtosis of the data? c. What is the excess kurtosis?
Interpret the mean, median and mode and standard deviation for each variable according to the statistics....
Interpret the mean, median and mode and standard deviation for each variable according to the statistics. Statistics Advertising Sales N Valid 36 36 Missing 0 0 Mean 24.25    28 28.5278 Median 24.25 23.0000 Mode 15.50a 21.00 Std. Deviation 6.18142 18.77763 Variance 38.210 352.599 Skewness .044 .488 Std. Error of Skewness .393 .393 Kurtosis -.618     -.715 Std. Error of Kurtosis .768 .768 Minimum 12.00 1.00 Maximum 36.50 65.00 a. Multiple modes exist. The smallest value is shown
We would like to investigate whether that is a difference in variance in age between the...
We would like to investigate whether that is a difference in variance in age between the boys soccer team and the girls soccer team. I have collected a sample of 10 boys and 10 girls and input the data in excel. The following are the descriptive statistics. boys      girls                 Mean   8.6   Mean   8.3 Standard Error   0.4   Standard Error   0.2134375 Median   9   Median   8 Mode   9   Mode   8 Standard Deviation   1.264911064   Standard Deviation   0.6749486 Sample Variance  ...
In the procedure of computing the Variance of a distribution, we squared the deviations. What is...
In the procedure of computing the Variance of a distribution, we squared the deviations. What is the need for this squaring step?
1.[ True / False ] The return of a risky asset can be treated as a...
1.[ True / False ] The return of a risky asset can be treated as a random variable, and an investment opportunity can be defined by its return distribution. 2.[ True / False ] By estimating the expected return, variance, skewness, and kurtosis of an asset, we can have a rough idea of how its return distribution looks like 3. [ True / False ] The real rate of interest can be understood as the price on money and is...
What is the formula of price variance and efficiency variance for Manufacturing Overhead (VMO and FMO)...
What is the formula of price variance and efficiency variance for Manufacturing Overhead (VMO and FMO) ? Thank You...
What are the difficulties with computing the mean for ordinal variables?
What are the difficulties with computing the mean for ordinal variables?
what are the difficulties with computing the Mean for Ordinal Variables?
what are the difficulties with computing the Mean for Ordinal Variables?
Find out the values of total risk, systematic and nonsystematic risk of stock j in variance...
Find out the values of total risk, systematic and nonsystematic risk of stock j in variance term. The mean of excess market return is 1.33% The mean of excess return on asset j is 3.0% The variance of excess market return is 2.89% The variance of excess returns on asset j is 2.0% The covariance of excess market returns and excess returns on asset j is 2.33%
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT