Over the past five years, a stock returned -2.73 percent, 14.66 percent, 15.19 percent, 3.43 percent, and 5.49 percent, respectively. What is the variance (as a decimal fraction) of these returns? Carry intermediate calculations to six decimals. Answer to four decimals. Your answer should look something like 0.0123, or 0.0024.
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Over the past five years, a stock returned -2.73 percent, 14.66 percent, 15.19 percent, 3.43 percent, and 5.49 percent, respectively. What is the variance (as a decimal fraction) of these returns?
Carry intermediate calculations to six decimals. Answer to four decimals. Your answer should look something like 0.0123, or 0.0024.
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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?You’ve observed the following returns on SkyNet Data Corporation’s stock over the past five years: 11 percent, –10 percent, 19 percent, 18 percent, and 10 percent. a. What was the arithmetic average return on the company's stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 1 decimal place, e.g., 32.1.) b-1. What was the variance of the company's returns over this period? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What was the standard deviation of the company’s returns over this period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)You’ve observed the following returns on Pine Computer’s stock over the past five years: −26.4 percent, 14.6 percent, 32.2 percent, 2.8 percent, and 21.8 percent. What was the arithmetic average return on the stock over this five-year period? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16. What was the variance of the returns over this period? Note: Do not round intermediate calculations and round your answer to 6 decimal places, e.g., .161616. What was the standard deviation of the returns over this period? Note: Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.
- You’ve observed the following returns on Yamauchi Corporation’s stock over the past five years: –28.2 percent, 15.8 percent, 34.6 percent, 3.4 percent, and 22.4 percent. a. What was the arithmetic average return on the stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What was the variance of the returns over this period? (Do not round intermediate calculations and round your answer to 6 decimal places, e.g., 32.161616.) c. What was the standard deviation of the returns over this period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)A stock had returns of 14.47 percent, 18.93 percent, −15.21 percent, 12.41 percent, and 25.54 percent for the past five years. What is the variance of the returns?You’ve observed the following returns on Pine Computer’s stock over the past five years: 13 percent, −13 percent, 20 percent, 25 percent, and 10 percent. a. What was the arithmetic average return on the company’s stock over this five-year period? (Do not round intermediate calculations and enter your answer as a percent rounded to 1 decimal place, e.g., 32.1.) b-1. What was the variance of the company’s returns over this period? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What was the standard deviation of the company’s returns over this period? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Average return % b-1. Variance b-2. Standard deviation %
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