1 answer

For this and the next 4 questions: Please use the following data to answer the questions...

Question:

For this and the next 4 questions: Please use the following data to answer the questions that follow. You may copy over the data to Excel and use spreadsheet functions to perform the required analyses. 1. Calculate the covariance between the Market and Stock A. 2. Calculate the COVARIANCE BETWEEN STOCK B AND MARKET. 3. What is the VARIANCE OF STOCK A? 4. What is the STANDARD DEVIATION OF THE MARKET?

Year

Market

Stock A

Stock B

1

-0.10

-0.17

0.057

2

0.08

0.20

0.057

3

0.05

0.10

0.057

4

0.15

0.25

0.057

5

0.06

0.07

0.057

0.0145

-0.00268

0.0000

0.976

None of the above


Answers

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Home nert Page Layout Formulas Data Review View dd-Ins s Cut ta copy. Σ AutoSum ー E ゴWrap Text в 1 프 . Ej-., Δ.</p><p>: rーー 逻锂函MHome nert Page Layout Formulas Data Review View dd-Ins Cut Σ AutoSum ー E ゴWrap Text aCopy в 1 프 . Ej-., Δ. : rーー 逻锂函Merge & Center. $, % , 弼,8 C Conditional Format CeInsert Delete Format Formatting, as Table w styles. ▼ ㆆ ▼ Sort &Find & 2 ClearFe Select Edting Format Painter Clipboard Alignment Number Cells AA212 Formula Bar AB AC AD AE AF AH Al Al 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 STOCK B (R(M-E(R(M)))A2 R(B) R(B) ER(B) R(M) R(M)-ER(M) BD 0.057 0.057 0.057 0.057 0.057 0.057 0.148 0.032 0.002 0.102 0.012 DA2 0 0.021904 0 0.001024 0 0.000004 0 0.010404 0 0.000144 0 0.08 0.05 0.15 0.06 0.048 0 4 0 ER(B) ER(M) = COV(R(B), R(M)- ANS 2 COVARIANCE BETWEEN MARKET AND STOCKB: SERIEScorr REGRESSIONCAMERAEXP RETURN MATRK INTERVAL, NORMALHYPOTHESIS GP MATHS Sheets 福 130%Home nert Page Layout Formulas Data Review View dd-Ins s Cut aCopy Σ AutoSum ー E ゴWrap Text в 1 프 .</p><p>Ej-., Δ. : rーー 逻锂函Merge & Center. $, % , 弼,8 C Conditional Format CeInsert Delete Format Formatting as Table Styles2 Clear Sort &Find & Format Painter Clipboard Alignment Number Cells Edting AA228 Formula Bar AB AC AD AE AF AH Al Al 210 211 212 213 214 215 216 217 218 219 220 221 YEAR R(A) R(A) ER(A) 0.17 0.2 0.1 0.25 0.07 0.09 -0.26 0.11 0.01 0.16 0.02 (R(A) - ER(A))A2 0.0676 0.0121 0.0001 0.0256 0.0004 4 5 ER(A) SUM (RIA)-ER(A))^2 = 0.1058 223 224 225 226 227 228 ANS 3 VARIANCE OF STOCK A SUM (R(A) ER(A))A2/(n-1) 0.1058/(5-1) 0.0265 SERIEScorr REGRESSIONCAMERAEXP RETURN MATRK INTERVAL, NORMALHYPOTHESIS GP MATHS Sheets 福 130% 28-01-2019Home nert Page Layout Formulas Data Review View dd-Ins Cut Σ AutoSum Wrap Text aCopy в 1 프 . Ej-., Δ. : rーー 逻锂函Merge & Center.</p><p>$, % , 弼,8 C Conditional Format CeInsert Delete Format Formatting as Table Styles2 Clear Sort &Find & Format Painter Clipboard Alignment Number Cells Edting AA245 Formula Bar AB AC AD AE AF AH Al Al 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 4 Sheet2 COV YEAR R(M) R(M) ER(M) (R(M) ER(M))A2 0.1 0.08 0.05 0.15 0.06 ER(M)0.048 0.148 0.032 0.002 0.102 0.012 0.021904 0.0010 0.000004 0.010404 0.000144 4 SUM (R(M)- ER(M) )A2- 0.03348 VARIANCE OF MARKET SUM (R(M) - ER(M))A2/(n-1) 0.03348/(5-1) 0.0084 STANDARD DEVIATION OF MARKET= SQRT (VARIANCE)-0.0915 SERIEScorr REGRESSIONCAMERAEXP RETURN MATRK INTERVAL, NORMALHYPOTHESIS GP MATHS Sheets 福 130%

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