standard deviationˌstandard deviˈation[countableC]STATISTICS a number that shows how widely members of a mathematically related group vary from the average Volatility as measured by the standard deviation of daily stock price movements has frequently been much higher than it is today. ...
If the standard deviation of stock A is 10.6%, the standard deviation of stock B is 14.6%, and the covariance between the two is 0.015476, what is the correlation coefficient?A. 0.0002.B. +1.C. 0. 正确答案:B 分享到: 答案解析: The formula is: (Covariance of A and B) / [(Stan...
Doppler standard deviation imaging for clinical monitoring of in vivo human skin blood flow. “Standard Deviation of Stock Price Ratios Implied by Option Prices.” A verification of some methods to determine the fluxes of momentum, sensible heat, and water vapour using standard deviation and str.....
Stock X has a standard deviation of return of 10%. 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%...
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. Updated: 11/21/2023 Table of Contents Standard Deviation of a Stock's Return Lesson Summary Frequently Asked Questions How do you...
What is the standard deviation of a portfolio if you invest 30% in stock one (standard deviation of 4.6%) and 70% in stock two (standard deviation of 7.8%) if the correlation coefficient for the two stocks is 0.45?A. 0.38%.B. 6.20%.C. 6.83%. 正确答案:B 分享到: 答案解析: The ...
Standard deviation tells you how consistent your data is. For example, in sales data, low variability might mean consistent customer demand. 2. Make Better Decisions In finance, investors use standard deviation to measure risk. A high standard deviation means a stock’s price fluctuates a lot. ...
Assume the standard deviation of the returns on ABC stock increases. The effect of this change on the value of the call options on ABC stock is measured by which one of the following? A. theta. B. vega. C. rho. D. delta. E. gamma. 相关知识点: 试题来源: 解析 B 反馈 收藏...
Standard Deviation: In finance, standard deviation measures the extent to which the price of a stock varies from its average value. If the standard deviation is low, the prices vary within a narrow range from the mean. Answ...
A stock price (USD) is 50 and the volatility is 2% per day. Estimate a 95% confidence interval for the stock price at the end of one day. 选项:解释: A one standard deviation move is USD 1. The 95% confidence interval is –USD 1.96 to +USD 1.96. The 95% confidence interval at...