Calculate the expected return and standard deviation of returns...

Related BrainMass Solutions

• Expected return and standard deviation

  141981 Calculate the expected returns and standard deviation Please explain how to calculate the expected return and standard deviation of returns when your only given possible outcomes and probability returns.

• Important information about Expected Return/Standard Deviation

  /(Standard deviation Y X Standard Deviation Z) = 0.004539/(3.80% X 12.02%) = 0.993 The solution explains how to calculate the expected return, standard deviation of returns, the covariance and correlation

• Standard Deviation of expected returns

  ) = square root(0.006496) Standard deviation = 8.06% The solution explains how to calculate the Standard Deviation of expected returns

• Return on Investment

  Calculate the expected return on each stock 2. Calculate the standard deviation of returns on each stock. 3. Calculate the covariance and correlation between the returns on the two stocks.

• Expected Return and Standard Deviation

  What is expected return on stock? b. What is the standard deviation of returns on the stock? a. The expected returns are the sum of the probability X the stock return.

• Expected return, standard deviation of stocks/portfolio

  Calculate the expected return and standard deviation of a portfolio that is composed of 35 percent A and 65 percent B when the correlation between the returns on A and B is 0.6.

• Portfolio Return and Standard Deviation

  Calculate the expected return and standard deviation of a portfolio that is composed of 35 percent A and 65 percent B when the correlation between the returns on A and B is 0.6. b.

• 9.8 and 10.2 : Calculate the covariance and correlation between the returns on the two stocks.

  Calculate the expected return on each stock. b. Calculate the standard deviation of returns on each stock Calculate the covariance and correlation between the returns on the two stocks.

• Expected Return and Standard Deviation: Stocks

  73375 Suppose the expected return and standard deviation Suppose the expected returns and standard deviations of stocks A and B are E(R^A)=0.15, E(r^B)=0.25, s^a=0.1, and s^b=0.2, respectively.