what has been the standard deviation of annual returns (volatility) of these markets? Year Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% the standard deviation of annual returns (volatility) of these markets?

what has been the standard deviation of annual returns (volatility) of these markets? Year Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% the standard deviation of annual returns (volatility) of these markets?

EBK CONTEMPORARY FINANCIAL MANAGEMENT

14th Edition

ISBN:9781337514835

Author:MOYER

Publisher:MOYER

Chapter8: Analysis Of Risk And Return

Section: Chapter Questions

Problem 17P

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Assume these are the stock market and Treasury bill returns for a 5-year period: Year Stock Market Return (%) T-Bill Return (%) 2013 36.00 0.22 2014 15.40 0.22 2015 −5.20 0.22 2016 17.00 0.09 2017 26.00 0.11 Required: a. What was the risk premium on common stock in each year? b. What was the average risk premium? c. What was the standard deviation of the risk premium? (Ignore that the estimation is from a sample of data.)
Assume these are the stock market and Treasury bill returns for a 5-year period: Year Stock Market Return (%) T-Bill Return (%) 2016 13.0 0.2 2017 21.0 0.8 2018 -6.2 1.8 2019 29.8 2.1 2020 20.6 0.4 Required: What was the risk premium on common stock in each year? What was the average risk premium? What was the standard deviation of the risk premium? (Ignore that the estimation is from a sample of data.)
Given the returns over the 1988-2013 period, and the arithmetic mean return and volatility you calculated in the first quiz (which you could also recalculate now if necessary), what has been the ‘quick-and-dirty’ risk-adjusted return of these markets? Year Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% what are the correct answer based on the option given? 0.51 0.29 0.76 0.98 0.12 help me with this
Assume these are the stock market and Treasury bill returns for a 5-year period: Year Stock Market Return (%) T-Bill Return (%) 2016 13.0 0.2 2017 21.0 0.8 2018 -6.2 1.8 2019 29.8 2.1 2020 20.6 0.4 Required: What was the risk premium on common stock in each year? What was the average risk premium? What was the standard deviation of the risk premium? (Ignore that the estimation is from a sample of data.)-- expressed in % (NOTE: 11.31% is incorrect)
Given the returns over the 1988-2013 period, and the arithmetic mean return and volatility you calculated in the first quiz (which you could also recalculate now if necessary), what has been the ‘quick-and-dirty’ risk-adjusted return of these markets? Year Developed 1988 24.0% 1989 17.2% 1990 -16.5% 1991 19.0% 1992 -4.7% 1993 23.1% 1994 5.6% 1995 21.3% 1996 14.0% 1997 16.2% 1998 24.8% 1999 25.3% 2000 -12.9% 2001 -16.5% 2002 -19.5% 2003 33.8% 2004 15.2% 2005 10.0% 2006 20.7% 2007 9.6% 2008 -40.3% 2009 30.8% 2010 12.3% 2011 -5.0% 2012 16.5% 2013 27.4% What are the correct answer from the options given below? 0.72 0.99 0.54 0.21 0.89 help me with this.
Please include the excel formula You’ve observed the following returns on Pine Computer’s stock over the past five years: 8 percent, −12 percent, 14 percent, 21 percent, and 16 percent. Suppose the average inflation rate over this period was 3.1 percent and the average T-bill rate over the period was 3.9 percent. What was the average real return on the company’s stock? What was the average nominal risk premium on the company’s stock over this period? Input area: Year Returns 1 8% 2 -12% 3 14% 4 21% 5 16% Average inflation 3.10% Average T-bill rate 3.90% (Use cells A6 to B13 from the given information to complete this question. You must use the built-in Excel function to answer this question. Make sure to use the “sample” Excel formula.)…
Based on the following information, what is the standard deviation of returns? State of Economy Probability of Stateof Economy Rate of Return ifState Occurs Recession .28 − .096 Normal .41 .111 Boom .31 .221
Observe the mean, the standard deviation, and the CV of the annual rate of return of the portfolio. Tesla Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2020 289.9971 86.0520 705.6700 72.2440 705.6700 743.44% 2019 54.7060 62.0240 86.1880 35.7940 83.6660 25.70% 2018 63.4620 64.1060 75.9140 50.1120 66.5600 6.89% 2017 62.8633 43.3980 77.0000 43.3980 62.2700 45.70% 2016 41.9535 44.6820 53.0840 28.7340 42.7380 -10.97% 2015 46.0085 43.8620 56.4520 37.0000 48.0020 7.91% 2014 44.6658 30.0200 57.2080 27.8680 44.4820 47.85% 2013 20.8803 7.0720 38.6740 6.5820 30.0858 344.14% 2012 6.2337 5.6160 7.6020 4.5580 6.7740 18.59% 2011 5.3609 5.3240 6.9880 4.3660 5.7120 7.25% 2010 4.6683 4.7780 7.0940 3.1600 5.3260 0.00% Amazon Historical Annual Stock Price Data Year Average Stock Price Year Open Year High Year Low Year Close Annual % Change 2021 3315.9774 3186.6300 3731.4100 2951.9500…
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).
The following return series comes from Global Financial Data. Year Large Stocks LT Gov Bonds US T-bills CPI (Rf asset) (inflation) 2017 21.83% 6.24% 0.80% 2.07% 2018 -5.28% -1.25% 1.81% 2.10% 2019 25.45% 3.35% 2.15% 1.10% 2020 18.16% 10.25% 4.50% 1.88% 2021 28.70% -1.54% 0.40% 7.00% 2022 -19.78% -8.55% 2.20% 6.50% Calculate the average nominal return earned on large-company stocks. (Enter percentages as decimals and round to 4 decimals)
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).
Question 5Given the returns over the 1988-2013 period, what has been the standard deviation of annual returns (volatility) of these markets? Year Developed 1988 24.0% 1989 17.2% 1990 -16.5% 1991 19.0% 1992 -4.7% 1993 23.1% 1994 5.6% 1995 21.3% 1996 14.0% 1997 16.2% 1998 24.8% 1999 25.3% 2000 -12.9% 2001 -16.5% 2002 -19.5% 2003 33.8% 2004 15.2% 2005 10.0% 2006 20.7% 2007 9.6% 2008 -40.3% 2009 30.8% 2010 12.3% 2011 -5.0% 2012 16.5% 2013 27.4%

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Year	Emerging
1988	40.4%
1989	65.0%
1990	-10.6%
1991	59.9%
1992	11.4%
1993	74.8%
1994	-7.3%
1995	-5.2%
1996	6.0%
1997	-11.6%
1998	-25.3%
1999	66.4%
2000	-30.6%
2001	-2.4%
2002	-6.0%
2003	56.3%
2004	26.0%
2005	34.5%
2006	32.6%
2007	39.8%
2008	-53.2%
2009	79.0%
2010	19.2%
2011	-18.2%
2012	18.6%
2013	-2.3%