투자론 3문제
- 최초 등록일
- 2022.08.24
- 최종 저작일
- 2022.04
- 2페이지/ MS 워드
- 가격 1,000원
목차
1. An investment has an expected return of 12 percent per year with a standard deviation of 6% percent. Assuming that returns on this investment are at least roughly normally distributed, how frequently do you expect to lose money?
2. A stock has had the following year-end prices and dividends. What are the arithmetic and geometric returns for the stock?
1) arithmetic return
2) geometric return
3. Suppose your expectations regarding the stock market as follows. Compute the mean and standard deviation of HPR on stocks.
1) mean
2) s.d
본문내용
1. An investment has an expected return of 12 percent per year with a standard deviation of 6% percent. Assuming that returns on this investment are at least roughly normally distributed, how frequently do you expect to lose money?
1) z score= (0-12)/6=-2
2) probability of losing money
=(100-empirical value from 2 s.d)/2
=(100-95)/2
= 2.5%
So the probability to lose money is 2.5%
참고 자료
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