What are the expected returns for stock x and y

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Reference no: EM132144057

Question 1.

You have the following rates of return for a risky portfolio for several recent years. Assume that the stock pays no dividends.

- What is the geometric average return (rG) for the period?

Year

Beginning, of

Year Price

= of shares

bought or sold

2008              550.00            100 bought

2009              555.00            50 bought

2010              451.00             75 sold

2011              554.00             75 sold

Question 2.

Use the following scenario analysis for stocks X and Y to answer the questions below:

 

Bear Market

Normal Market

Bull Market

Probability

0.2

0.5

0.3

Stock X

-20%

18%

50%

Stock Y

-15%

20%

10%

1. What are the expected returns for stock X and Y?

2. What are the standard deviations of returns on stocks X and Y?

3. Assume that of your $10,000 portfolio, you invest $9,000 in stock X and $1,000 in stock Y. What is the expected return on your portfolio?

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"The assignment involved a detailed discussion of valuation of shares under differential growth of dividends, calculation of returns for particula years and geometric returns and portfolio returns . The analysis involved answering our different questions and the paper is prepared in Microsoft word with Harvard referencing".

Reference no: EM132144057

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Reviews

inf2144057

11/22/2018 12:34:23 AM

re calculate these??? Variance of X = .2 (-.20-.20)^2 + .5 (.18-.20)^2 + .3 (.5-.20)^2 = .2 (.16) + .5 (.04) + .3(.09) = .032 +.02 + .027 = .079 Standard deviation of X = .079^1/2 = .2810 = 28.10% ------------------------------------------------------------------- Return for 2009 = (55-50)/50*100 = 10% Return for 2010 = (51-55)/55*100 = -7.27% Return for 2011 = (54-51)/51*100 = 7.843% Geometric return for 3 years = Geometric return for the 3 years is 3.23% approx. Am grateful for the expertsmind team, they are doing a great job, helping students like me to get good grades tackling such difficult assignments. They should continue such good work to carry students along with them in the area of tutoring. thanks

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