A stock's return has the following distribution: Calculate the stock's expected return and standard deviation. Scenario Probability Return Weak 0.1 -20% below average 0.2 -5% average 0.4 16% above average 0.1 25% strong 0.2 60% Or= 4.40%, and std.dev = 26.96% Or= 13.84%, and std.dev = 18.62% Or= 11.40%, and std.dev = 26.69% Or= 14.40%, and std.dev = 20.62%

A certain brokerage house wants to estimate the mean daily return on a certain stock. A random sample of 19 days yields the following return percentages. 0.28, 1.92, -1.2, 2.78, 1.97,-0.57, 1.46, -0.93, 0.58,-1.41, -1.15, 0.01, -1.49, −0.94, 1.73, 2.07, -0.83, 1.44, -2.28 Send data to calculator If we assume that the returns are normally distributed, find a 90% confidence interval for the mean daily return on this stock. Give the lower limit and upper limit of the 90% confidence interval. Carry your intermediate computations to at least three decimal places. Round your answers to one decimal place. (If necessary, consult a list of formulas.) Lower limit: 0 Upper limit: 0 X

A certain brokerage house wants to estimate the mean daily return on a certain stock. A random sample of 18 days yields the following return percentages. −2.92 ,  −1.96 ,  1.88 ,  −1.88 ,  1.11 ,  2.79 ,  −2.66 ,  1.31 ,  1.57 ,  −2.08 ,  −0.01 ,  −2.78 ,  −1.23 ,  −1.45 ,  1.32 ,  1.01 ,  2.84 ,  1.9 If we assume that the returns are normally distributed, find a 95% confidence interval for the mean daily return on this stock. Then find the lower limit and upper limit of the 95% confidence interval. Carry your intermediate computations to at least three decimal places. Round your answers to one decimal place.

Suppose the expected return over the next year of an investment follows normal distribution with mean 15% and standard deviation 20%. Suppose the amount of the investment is $1,600,000. a. Find the value at risk (VaR) of the investment at 1%. b. Interpret the result of (a). c. Suppose the VaR of the investment at k% is $361,600, what is the value of k?

An asset has an average return of 11.45 percent and a standard deviation of 23.04 percent. What is the most you should expect to lose in any given year with a probability of 16 percent?

An asset has an average return of 10.79 percent and a standard deviation of 22.71 percent. What is the most you should expect to earn in any given year with a probability of 16 percent?

2. You are considering buying into a mutual fund that has earned a normally distributed return on investment over the years. It has a mean annual return of 9% (.09) with a standard deviation of 5% (.05). What are the chances your investment will lose money?

Asset A will generate a 20% return with probability 0.25; a 15% return with probability 0.50; and a -15% return with probability 0.25. The standard deviation of the return on Asset A is %. Write your answer as a percentage, rounded to 2 decimal places. Example: if the answer is 10.3478%, then write "10.35". Do not type the % sign in your answer.

Consider an investment whose return is normally distributed with mean of 8% and a standard deviation of 5%. A. Determine the probability of losing money. B.Find the probability of losing money when the standard deviation is equal to 10%.

Assume the returns of a stock follow a normal distribution with a mean return of 18% and a standard deviation of 6%. The probability of an actual return above 24% would be and of a negative return would be a. 16%; 0.5% b. 2.5%; 5% O c. 2.5%; 2.5% Od. 5%; 0.5%