Returns Year Y 14 % 20 % 17 29 8. 15 - 10 - 1 19 10 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance to 5 decimal places, e.g., .16161.) Y Average returns % % Variances Standard deviations % % 12345

Returns Year Y 14 % 20 % 17 29 8. 15 - 10 - 1 19 10 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance to 5 decimal places, e.g., .16161.) Y Average returns % % Variances Standard deviations % % 12345

FINANCIAL ACCOUNTING

10th Edition

ISBN:9781259964947

Author:Libby

Publisher:Libby

Chapter1: Financial Statements And Business Decisions

Section: Chapter Questions

Problem 1Q

See similar textbooks

Similar questions

Returns Year X Y 1 16 % 20 % 2 19 31 3 10 15 4 – 8 – 17 5 10 21 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. (Do not round intermediate calculations. Enter your average return and standard deviation as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance to 5 decimal places, e.g., 32.16161.)
Use the following returns for X and Y. Returns Year X Y 1 22.7 % 29.1 % 2 – 17.7 – 4.7 3 10.7 31.1 4 21.4 – 16.4 5 5.7 35.1 a. Calculate the average returns for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the variances for X and Y. (Do not round intermediate calculations and round your answers to 6 decimal places, e.g., 32.161616.) c. Calculate the standard deviations for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)
Use the following returns for X and Y. Returns Year X Y 1. 21.8% 26.4% 2. -16.8 -3.8 3. 9.8 28.4 4. 19.8 -14.6 5. 4.8. 32.4 a. Calculate the average returns for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the variances for X and Y. (Do not round intermediate calculations and round your answers to 6 decimal places, e.g., 32.161616.) c. Calculate the standard deviations for X and Y. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.)
Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. Year Returns X Y 1 9% 23% 2 27 44 3 16 -6 4 -17 -20 5 18 52 Calculate the arithmetic average return for X. Calculate the arithmetic average return for Y.
The following table has expected returns and variance-covariance of five stocks. The T-Bill rate is 3. Variance-Covariance Returns V F GM WMT Y V 27.226 588.659 -275.078 -319.948 -36.805 -93.170 F 11.653 -275.078 5716.621 22.772 56.588 52.187 GM 4.633 -319.948 22.772 729.510 569.730 -258.506 WMT 12.905 -36.805 56.588 569.730 932.361 367.376 Y 6.908 -93.170 52.187 -258.506 367.376 1466.966 T-Bill 3.000 questions a) determine the Tangency portfolio weights and calculate its expected return, standard deviation and Sharpe Ratio. Assume short sales are allowed. Write the equation of risk-return relations. b) determine the Tangency portfolio and calculate its expected return, standard deviation and Sharpe Ratio assuming…
It is November 2019. The following variance -covariance matrix, for the market (S&P 500) and stocks T and U, is based on monthly data from November 2014 to October 2019. Assume T and U are included in the S&P 500. The betas for T and U are T = 0.727 and U = 0.75. S&P500 T U S&P500 0.0256 0.0186 0.0192 T 0.0186 0.1225 0.0262 U 0.0192 0.0262 0.0900 Average monthly risk premiums from 2014 to 2019 were: S&P500 : 1.0% T : 0.6% U : 1.1% Assume the CAPM is correct, and tge expected future market risk premium is 0.6% per month. The risk free interest rate is 0.3% per month. Required: What were the alpha's for stock T and U over the last 60 months?
The covariance of returns between MSFT and AAPL is 0.0044. The standard deviation of the return of MSFT is 6.23%. If the correlation of returns between MSFT and AAPL is 0.6161, the variance of AAPL is closest to A. 2.7234%. B. 1.3141%. C. 0.1473%. D. 0.1146%.
In 2017 and 2018, Organigram (ticker symbol: OGI) earned returns of 18.18% and −5.34%, respectively. In 2019 and 2020, they earned returns of 20.57% and 8.73%, respectively. Given this information, Organigram’s variance of returns during 2017-2020 was a. .01658 b. .00631 c. .01842 d. .11753 e. .01381
10.7 Calculating Returns and Variability Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y: Returns Year X Y 1 12% 14% 2 24 29 3 -27 -33 4 14 17 5 19 37
The rates of return on Cherry Jalopies, Inc., stock over the last five years were 17 percent, 11 percent, −1 percent, 7 percent, and 10 percent. Over the same period, the returns on Straw Construction Company’s stock were 16 percent, 22 percent, −1 percent, 5 percent, and 12 percent. Calculate the variances and the standard deviations for Cherry and Straw. (Do not round intermediate calculations. Enter your variance as a decimal rounded to 5 decimal places. Enter your standard deviation as a percent rounded to 2 decimal places.)
Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. Year X Y 1 15% 21% 2 26 36 3 7 13 4 -13 -26 5 11 15
Given the following historical returns, what is the variance? Year 1 = 9%; year 2 = -11%; year 3 = 8%; year 4 = -12%; and year 5 = 9%. a).0134 b) .0075 c) .0075 d) .0112 e) .0112