Use the following returns for X and Y. ReturnsYearXY1 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.)

Return means the amount received over the amount invested. Basically it shows the gain percentage or…

Answered: Use the following returns for X and Y.…

Essentials Of Investments

11th Edition

ISBN:9781260013924

Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.

Chapter1: Investments: Background And Issues

Section: Chapter Questions

Problem 1PS

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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.)
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.)
Year Returns X Y 1 11% 18% 2 25 26 3 11 10 4 −18 −23 5 10 17 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 answers as a percent rounded to 2 decimal places, e.g., 32.16, and round the variance answers to 5 decimal places, e.g., .16161.) X Y Average returns % % Variances Standard deviations % %
Returns Year X y 1 17 % 20 % 2 20 32 3 11 15 4 – 7 – 18 5 10 22 Using the returns shown above, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y.
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.
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
Please provide answers in excel with formulas. Calculate the following variances and indicate whether each variance is favorable or unfavorable: 1.5. Volume Variance1.6. Total Variance
Consider two assets with expected return R1=0.22,R2=0.55and variance are s1=0.80, s2=0.88 and r12=0.55 respectively.A portifolio with weights W1=0.25 and W2= 0.65 is formed calculate the expected return and variance of the portifolio
Please include excel formula Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for X and Y. Input area: Year X Y 1 13% 27% 2 26% 36% 3 7% 11% 4 -5% -29% 5 11% 16% (Use cells A6 to C11 from the given information to complete this question. You must use the built-in Excel function to answers this question. Make sure to use the “sample” Excel formulas.) Output area: Asset X: Average return Variance Standard deviation Asset Y: Average return Variance Standard deviation
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%.
EXAMPLE• Consider the following information:State Probability ABC, Inc. ReturnBoom .25 0.15Normal .50 0.08Slowdown .15 0.04Recession .10 -0.03• What is the expected return?• What is the variance?• What is the standard deviation?
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

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	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.)