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Calculating Returns and Variability Using the following returns, calculate the a

ID: 2650251 • Letter: C

Question

Calculating Returns and Variability

Using the following returns, calculate the average returns, the variance, and the standard deviations for X and Y. For this question, you may use the spreadsheet template on the text support website: http://highered.mcgraw-hill.com/sites/0078034752/student_view0/index.html.

                                                                               Returns

                                                                                                            ----------------------

                                                      Year                                                 X                  Y

                                                      ----------------------------------------------------------

                                                         1                                                 14%             32%

                                                         2                                                 -21                 -5

                                                         3                                                    17                17

                                                         4                                                      9                -12

                                                         5                                                    23                45

Explanation / Answer

Average Return

X=14+21+17+9+23/5 = 8.4%

Y= 32-5+17-12+45/5 = 15.4%

calculation of variance

1. (14-8.4)2 =31.36

2. (-21-8.4)2=864.36

3. (17-8.4)2=73.96

4. (9-8.4)2= .36

5. (23-8.4)2= 213.16

Variance=31.36+864.36+73.96+.36+213.16/5 = 23.628

Standard Deviation= SQRT 23.628 =15.38

Y

Variance

1. (32-15.4)2= 275.56

2. (-5-15.4)2 = 416.16

3. (17-15.4)2 = 2.56

4. (-12-15.4)2= 750.76

5. (45-15.4)2= 876.16

Variance =275.56+416.16+2.56+750.76+876.16/5 = 464.24

Standard Deviation = SQRT 464.24 =21.54

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