A stock has had returns of 39.00 percent, 23.00 percent, 34.00 percent, -11.00 percent, 21.00 percent, and -53.00 percent over the last six years. What are the arithmetic and geometric returns for the stock? (Do not round intermediate calculations. Round the final answers to 2 decimal places.) Arithmetic average return Geometric average return

A stock has had returns of 39.00 percent, 23.00 percent, 34.00 percent, -11.00 percent, 21.00 percent, and -53.00 percent over the last six years. What are the arithmetic and geometric returns for the stock? (Do not round intermediate calculations. Round the final answers to 2 decimal places.) Arithmetic average return Geometric average return

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 17P

See similar textbooks

Similar questions

An analyst gathered daily stock returns for Feburary 1 through March 31, calculated the Fama-French factors for each day in the sample (SMBt and HMLt), and estimated the Fama-French regression model shown in Equation 6-21. The estimated coefficients were ai = 0, bi = 1.2, ci = 0.4, and di = 1.3. On April 1, the market return was 10%, the return on the SMB portfolio (rSMB) was 3.2%, and the return on the HML portfolio (rHML) was 4.8%. Using the estimated model, what was the stocks predicted return for April 1?
A stock has had returns of 10 percent, 17 percent, 26 percent, −14 percent, 24 percent, and −9 percent over the last six years. What are the arithmetic and geometric average returns for the stock? (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)
A stock has had returns of 14 percent, 32 percent, 15 percent, −20 percent, 32 percent, and −7 percent over the last six years. What are the arithmetic and geometric average returns for the stock? (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) Arithmetic return % Geometric return %
You find a certain stock that had returns of 16 percent, −23 percent, 24 percent, and 9 percent for four of the last five years. The average return of the stock over this period was 10.2 percent. a. What was the stock’s return for the missing year? (Do not round intermediate calculations and enter your answer as a percent rounded to 1 decimal place, e.g., 32.1.) b. What is the standard deviation of the stock’s returns? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
A stock has had returns of -7.77 percent, -4.59 percent, 5.87 percent, 9.98 percent, 8.7 percent, and 11.27 percent over the last six years. What is the geometric average return for the stock? Answer as a percentage to two decimals (if you get -0.0435, you should answer -4.35).
A stock had returns of 11.57 percent, -15.55 percent, 21.95 percent, 27.00 percent, and 10.50 percent over the past five years. What was the geometric average return for this stock?
A stock has had returns of 16.72 percent, 12.20 percent, 5.90 percent, 26.86 percent, and −13.49 percent over the past five years, respectively. What was the holding period return for the stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Suppose a stock has generated the following annual returns: 13.9%, 12.9% and 7.9%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e. g., 4.32% = 4.32).
Suppose a stock has generated the following annual returns: 13.6%, -12.1% and 7.6%. What was the standard deviation of its returns? Answer in percent, rounded to two decimal places (e.g., 4.32% = 4.32).
Over the past 5 years, a stock produced returns of 23 percent, -39 percent, 4 percent, and 16 percent, and -12 percent. Based on these 5 years, which of the following is true? Group of answer choices Average return is higher than standard deviation. Average return is equal to standard deviation. Average return is lower than standard deviation. Both average return and standard deviation are positive. Both average return and standard deviation are negative.
A stock has had returns of 14 percent, −18 percent, 2 percent, 33 percent, 27 percent, and 6 percent over the last six years, respectively. What is the geometric return for this stock?
A stock has had returns of −19 percent, 29 percent, 24 percent, −10.1 percent, 34.8 percent, and 27 percent over the last six years. What is the geometric return for the stock?