finance chart

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Unformatted text preview: .35% -1.34 % -0.37% 0.06 % 1.4 0% -2.22% 0.6 3% -1.20% -0.34 % -1.4 7% -0.19 % -0.27% 2.8 0% -2.10% 0.25% -0.34 % 2.15% 1.9 4 % -0.4 0% -1.04 % 0.6 1% 2.4 6 % -0.05% 0.77% -2.07% -0.8 8 % -2.29 % 0.9 1% 0.78 % 0.8 2% 1.72% -0.56 % 0.9 7% -0.9 1% -0.8 3% 1.72% -1.52% 0.6 7% -1.06 % 1.73% 0.59 % 2.23% -2.4 1% 4 .73% 0.73% 3.9 1% 3.50% -2.73% 1.6 9 % -1.9 1% -2.24 % -1.08 % -2.36 % 4 .00% -1.4 6 % -3.23% 1.8 2% 2.4 9 % -1.73% -1.38 % 0.25% -3.01% -0.4 6 % -1.9 7% 0.14 % 0.33% -2.4 8 % -0.01% 0.73% 1.01% 1.6 8 % -1.6 0% 1.75% -4 .15% -0.19 % -0.01% -1.8 1% -1.39 % 0.75% -2.27% 1.4 1% 1.27% -1.4 0% 2.36 % -0.16 % 1.16 % 4 .00% -2.17% -0.53% 0.35% 3.27% 2.00% 2.9 9 % -3.4 3% -2.31% -2.9 6 % 0.9 8 % 0.4 2% 5.4 1% 1.6 9 % -0.56 % 5.73% -2.70% -3.29 % -3.8 4 % -2.70% 0.57% -1.8 5% -0.38 % -0.6 4 % 0.75% -3.4 0% -2.4 7% -1.22% 3.6 7% 0.6 2% -2.12% -2.14 % -0.08 % 1.76 % -0.27% -1.6 7% 0.36 % -1.70% -1.34 % -1.6 5% 0.09 % 2.8 7% -0.23% -1.05% 0.6 6 % -1.6 6 % 0.31% -0.16 % -1.9 8 % 0.8 8 % 0.00% -2.4 8 % 0.23% -0.28 % -0.6 4 % -0.8 6 % -1.21% 1.02% 0.57% -1.10% -1.33% 0.76 % 0.6 6 % -0.57% 2.11% 1.8 5% -1.6 8 % -1.4 5% 3.75% -0.30% -1.9 3% -1.03% -0.17% 0.8 9 % 1.08 % -1.01% -1.39 % -0.15% -0.71% -0.6 2% -1.54 % 0.06 % -0.14 % -0.20% 2.34 % -0.76 % 0.6 6 % -2.37% 1.13% -0.6 7% 0.23% -0.32% 0.08 % -1.00% -0.8 5% -0.07% 0.25% 0.53% 0.58 % -1.4 7% -0.4 2% 0.15% -1.58 % 0.4 1% -0.05% 1.14 % -0.09 % -0.9 9 % -0.23% 0.34 % 0.58 % -0.4 5% 1.4 5% -0.6 7% PRINT THIS PAGE AND HAND IT IN (you do not need to show your work) Do not write anything directly in the table below. Values are linked from table on Data sheet. YHOO ABX S&P 500 a) average daily return 0.06% 0.08% 0.02% 16.0% 19.7% 4.1% b) annualized avg return 3.0% 2.7% 1.4% c) daily stdev 47.0% 42.2% 21.8% d) annualized stdev e) beta 1.1 0.47 1.0 8.5% 5.4% f) expected return g) YHOO-ABX correlation 0.09 YHOO weight w -0.3 -0.2 -0.1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 1.1 1.2 1.3 ABX weight (1-w) 1.3 1.2 1.1 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 -0.1 -0.2 -0.3 Portfolio Portfolio StDev Expected Return 30.8% 4.43% 25.7% 4.74% 21.4% 5.06% 17.8% 5.37% 15.0% 5.68% 12.9% 6.00% 11.5% 6.31% 10.8% 6.63% 10.9% 6.94% 11.6% 7.26% 13.2% 7.57% 15.4% 7.88% 18.4% 8.20% 22.1% 8.51% 26.5% 8.83% 31.7% 9.14% 37.6% 9.45% Fill in the above table Your Chart should appear directly below the table and be small enough so that it all fits on one printed page. Expe c t e d Re t ur n YHOO and ABX Portfolio 0.1 0.08 0.06 0.04 0.02 5.0% 10.0% 15.0% 20.0% 25.0% St andard deviat ion 30.0% 35.0% 40.0%...
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This note was uploaded on 04/22/2012 for the course FIN 1 taught by Professor Vadim during the Spring '12 term at McGill.

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