Learn what the standard deviation of a stock's returns is and how to find it using the standard deviation of returns formula. Understand standard...
Stock Y has a standard deviation of return of 20%. The correlation coefficient between stocks is 0.5. If you invest 60% of the funds in stock X and 40% in stock Y, what is the standard deviation of a portfolio? A. 10% B. 20% C. 12.2% D. None of the above E. nswer: C ...
Standard Deviation of Returns | Overview, Formula & Risk from Chapter 8 / Lesson 6 24K Learn what the standard deviation of a stock's returns is and how to find it using the standard deviation of returns formula. Understand standard deviation risk. Related...
The standard deviation of the rates of return is 0.25 for Stock J and 0.30 for Stock K. The covariance between the returns of J and K is 0.025. The correlation of the rates of return between J and K is:A. 0.33.B. 0.10.C. 0.20. 正确答案:A 分享到: 答案解析: CovJ,K = (rJ,...
Standard Deviation of Returns | Overview, Formula & Risk from Chapter 8 / Lesson 6 24K Learn what the standard deviation of a stock's returns is and how to find it using the standard deviation of returns formula. Understand standard deviation risk. Related...
What is the expected return and standard deviation for the following stock? | State of Economy| Probability| RoR | Recession| 0.10| -0.19 | Normal| 0.60| 0.14 | Boom| 0.30| 0.35 If the probability of a 20% return is 70% and the pro...
The last formula, in the lower-right corner, shows how to compute the standard deviation in Excel® directly in one step. Table 5.1.2. Finding the Sum of Squared Deviations, the Variance, and the Standard Deviation The formula for the standard deviation puts the preceding procedure in ...
Standard Deviation Formula Standard deviation is calculated by taking the square root of a value derived from comparing data points to a collective mean of a population. The formula is: Standard Deviation=∑i=1n(xi−x‾)2n−1where:xi=Value of theithpoint in the data setx‾=The mean ...
Another set of studies (see Latane and Rendleman [11], Chiras and Manaster [4], Schmalensee and Trippi [16], among others) examined the properties of the implied instantaneous variance (or standard deviation) of stock returns that falls out of the formula when the values of all remaining ...
百度试题 题目If stock X's expected return is 30% and its expected standard deviation is 5%, Stock X's expected coefficient of variation is: A. 0.167. B. 6.0. C. 1.20. 相关知识点: 试题来源: 解析 A 略 反馈 收藏