S&P 500 S H Average Monthly Return 0.47% 1.44% 1.87% Average...
60.1K
Verified Solution
Link Copied!
Question
Accounting
| S&P 500 | S | H | |
| Average Monthly Return | 0.47% | 1.44% | 1.87% |
| Average Annual Return | 5.69% | 17.24% | 22.50% |
| Average monthly Geometric Return | 100.41% | 101.13% | 201.28% |
| Average Annual Geometric Return | 1204.95% | 1213.52% | 2415.36% |
| Monthly Standard Deviation | 3.50% | 7.97% | 9.29% |
| Annual Standard Deviation | 12.11% | 27.60% | 32.17% |
| Correlation of S &H 0.058035719
|
(In EXCEL)
a) Which stock (S or H) is most risky if they are held alone and not in a portfolio?
b) Now consider the following two portfolios:
X: A portfolio with a weight of 98% in S&P 500 and 2% in S
Y: A portfolio with a weight of 98% in S&P 500 and 2% in H.
How does each stock affect the variability of the investment
c) Perform a regression for each stock on the Index returns
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
- Unlimited Question Access with detailed Answers
- Zin AI - 3 Million Words
- 10 Dall-E 3 Images
- 20 Plot Generations
- Conversation with Dialogue Memory
- No Ads, Ever!
- Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
Other questions asked by students
StudyZin's Question Purchase
1 Answer
$0.99
(Save $1 )
One time Pay
- No Ads
- Answer to 1 Question
- Get free Zin AI - 50 Thousand Words per Month
Best
Unlimited
$4.99*
(Save $5 )
Billed Monthly
- No Ads
- Answers to Unlimited Questions
- Get free Zin AI - 3 Million Words per Month
*First month only
Free
$0
- Get this answer for free!
- Sign up now to unlock the answer instantly
You can see the logs in the Dashboard.