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You’ve observed the following returns on Crash-n-Burn Computer’s stock over the

ID: 2804443 • Letter: Y

Question

You’ve observed the following returns on Crash-n-Burn Computer’s stock over the past five years: 5 percent, -10 percent, 30 percent, 15 percent, and 13 percent.

  

   

What was the variance of Crash-n-Burn’s returns over this period? (Do not round intermediate calculations.)

   

What was the standard deviation of Crash-n-Burn’s returns over this period? (Do not round intermediate calculations.)

Requirement 1: What was the arithmetic average return on Crash-n-Burn’s stock over this five year period?

Explanation / Answer

1. arithmetic average return=Total returns/Total time period

=(5-10+30+15+13)/5=10.6%

3

SD=[Total of (Return-Mean)^2/(Time period-1)]^(1/2)

=14.64%(Approx)

2.Variance=SD^2

=214.3%

Return (Return-mean)^2 5 (5-10.6)^2=31.36 -10 (-10-10.6)^2=424.36 30 (30-10.6)^2=376.36 15 (15-10.6)^2=19.36 13 (13-10.6)^2=5.76 Total=857.2%