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3 votes
A stock has the following annual returns: -10.29%, 1.32%, 28.18%, and -3.92%.

what is the stock's: a) expected return?
what is the stock's: b) variance?
what is the stock's: c) standard deviation?

1 Answer

6 votes

Answer (s):

  • The stock's expected return: 3.8225%
  • The stock's variance: 215.26%
  • The stock's standard deviation: 14.67%

Step-by-step explanation:

The stock has the following annual returns:

-10.29%, 1.32%, 28.18%, and -3.92%.

what is the stock's: a) expected return?: 3.8225%

what is the stock's: b) variance?: 215.26%

what is the stock's: c) standard deviation?: 14.67%

  • To calculate the expected return, we need to take the average of the annual returns:
  • To calculate the variance, we need to find the average of the squared differences between each annual return and the expected return.
  • To calculate the standard deviation, we need to take the square root of the variance.

Solve Problem:

  • The stock's expected return is:

( -10.29 + 1.32 + 28.18 - 3.92) / 4 = 3.8225%

  • To calculate the variance, we need to find the average of the squared differences between each annual return and the expected return.

(( -10.29 - 3.8225)^2 + (1.32 - 3.8225)^2 + (28.18 - 3)

  • To calculate the standard deviation, we need to take the square root of the variance.

√215.26 = 14.67%

Answers:

  • The stock's expected return: 3.8225%
  • The stock's variance: 215.26%
  • The stock's standard deviation: 14.67%

Hope this helps!

answered
User Mario David
by
9.4k points
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