a8smcparta - Autumn 2011 Managerial Finance Prof. Francisco...

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Autumn 2011 Managerial Finance Prof. Francisco Pérez-González Stanford Management Co. Part A. Read and prepare: Stanford Management Co. Part A (in the course reader). You must do the Berk-DeMarzo readings before preparing this case. The case and readings introduce a significant number of new financial terms. Pay particular attention to section 11.2, the formulas in pages 333-337 of the book and to the example 11.6 in pages 337-338. Assignment: 1. Use the data in Exhibit 5 (available on the course website) to calculate the average monthly return earned from November 2002 to June 2006 for each of the following: a. Japanese Equities (Topix). b. International Developed Markets (EAFE excluding Japan). c. Emerging Markets. d. US Equities (Russell 3000). Express these average monthly returns as an APR. 2. Calculate the standard deviation of the monthly returns for each index, and express the standard deviations as annualized amounts. 3.
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This note was uploaded on 01/08/2012 for the course MS&E 245G taught by Professor Perez-gonzalas during the Fall '11 term at Stanford.

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a8smcparta - Autumn 2011 Managerial Finance Prof. Francisco...

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