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What was the standard deviation of the market returns? (Note: Use the method for

ID: 2711319 • Letter: W

Question

   

  

What was the standard deviation of the market returns? (Note: Use the method for calculating variance and standard deviation described in Section 7-2 of the text.) (Do not round intermediate calculations. Round your answer to 1 decimal place.)

  

Calculate the average real return. (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 1 decimal place.)


The following table shows the nominal returns on Costaguanan stocks and the rate of inflation.

Explanation / Answer

Year Nominal return % Mean Deviation fromMean Square of deviation from mean Year 2004                          11.40                            (0.92)                  12.32                             152 Year 2005                             7.70                            (0.92)                    8.62                               74 Year 2006                          15.90                            (0.92)                  16.82                             283 Year 2007                             3.70                            (0.92)                    4.62                               21 Year 2008                        (43.30)                            (0.92)                (42.38)                         1,796 Total                          (4.60)                         2,326 Average/year                          (0.92) Variance =                          2,326 Standard deviation =   Variance                 =   2326                 =                          48.22 Ans a. Std deviation = 48.22 Year Nominal return % Inflation % Real return % Year 2004                          11.40                               2.20                    9.20 Year 2005                             7.70                               3.40                    4.30 Year 2006                          15.90                               3.00                  12.90 Year 2007                             3.70                               5.50                  (1.80) Year 2008                        (43.30)                               0.50                (43.80) Total                (19.20) Ans b. Average real return                  (3.84)

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