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A stock had the following annual returns: -04.95%, -07.91%, -05.52 %, and -15.18%.

What is the stock's:
A expected return?
B. variance?
C standard deviation?

1 Answer

4 votes

Final answer:

The stock's expected return is -08.64%. The variance is 21.54%, and the standard deviation is approximately 4.64%.

Step-by-step explanation:

A. To find the stock's expected return, we need to calculate the average of the annual returns.

The average of the four annual returns (-04.95%, -07.91%, -05.52%, and -15.18%) is obtained by adding them together and dividing by 4:

Average = (-04.95% + -07.91% + -05.52% + -15.18%) / 4 = -08.64%

Therefore, the stock's expected return is -08.64%.

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

Variance = [(-04.95% - -08.64%)^2 + (-07.91% - -08.64%)^2 + (-05.52% - -08.64%)^2 + (-15.18% - -08.64%)^2] / 4 = 21.54%.

C. The standard deviation is the square root of the variance:

Standard Deviation = Square root of 21.54% ≈ 4.64%.

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