
EBK CONTEMPORARY FINANCIAL MANAGEMENT
14th Edition
ISBN: 9781337514835
Author: MOYER
Publisher: CENGAGE LEARNING - CONSIGNMENT
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A stock has yielded returns of 6 percent, 11 percent, 14 percent, and -2 percent over the past four years, respectively. What is the standard deviation of these returns?
Group of answer choices
5.52 percent
5.86 percent
6.05 percent
6.47 percent
6.99 percent
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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?
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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.
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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?
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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
%
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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?
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Windsor stock has produced returns of 22.6 percent, 18.7 percent,15.7 percent, 11.3 percent, 9.8 percent, 7.2 percent, 5.8 percent, 3.1 percent, 1.7percent, 0.3%, -2.7% and -5.4 percent over the past twelve years, respectively. Whatrange of returns would you expect to see on this stock 95 percent of the time?
Please show the formulas not excel
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A stock has had returns of 11 percent, 15 percent, 19 percent, and -48 percent over the last four years. What is the geometric average return over this period?
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A stock has had returns of 16 percent, 13 percent, 6 percent, -14 percent, -6 percent, and 18 percent over the last six years. What are the arithmetic and geometric returns for the stock?
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A stock had returns of 2 percent, 1.4 percent, -4.2 percent, 5.8 percent, -9.9 percent, and 17.8 percent over the past six years. What is the arithmetic average return for this time period? _____%
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A stock has had returns of −19.2 percent, 29.2 percent, 26.4 percent, −10.3 percent, 35 percent, and 27.2 percent over the last six years. What are the geometric returns for the stock? & is there an excel function for it
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You find a certain stock that had returns of 10 percent, −17 percent, 23 percent, and 15 percent for four of the last five years. The average return of the stock over this period was 10 percent.
a.
What was the stock’s return for the missing year?
b.
What is the standard deviation of the stock’s returns?
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You find a certain stock that had returns of 14.2 percent, −22.1 percent, 28.1 percent, and 19.1 percent for four of the last five years. Assume the average return of the stock over this period was 12.2 percent.
What was the stock’s return for the missing year?
What is the standard deviation of the stock’s returns?
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