The following annual returns were
given. Calculate the mean, median and mode returns respectively.
2013 |
2014 |
2015 |
2016 |
2017 |
5% |
-1% |
2% |
4% |
7% |
A 3.40%; 2.00%; 2.00%
B 3.40%;
4.00%; no mode exists
C 17.00%;
4.00%; no mode exists
D
17.00%; 2.00%; 2.00%
Given the following sample data,
find the sample standard deviation of returns for large cap stocks and small
cap stocks.
|
Large cap stocks |
Small cap stocks |
Year
1 |
16% |
14% |
Year
2 |
–10% |
–8% |
Year
3 |
12% |
15% |
|
Std. Dev. Large Cap |
Std. Dev. Small Cap |
A |
6.00% |
7.00% |
B |
7.00% |
6.00% |
C |
13.00% |
14.00% |
D |
14.00% |
13.00% |
Over the last three months a
portfolio was recorded a rate of return of 8% in the first month,
10% in the second
month and 7% in the third month. What is the geometric mean rate of return of
this portfolio over the last three months?
A
9.25%
B
8.33%
C
8.24%
D
9.33%
An important
numerical measure of the shape of a distribution is the A correlation coefficient
B variance C skewness D median
Which of the following statements about a normal distribution is accurate?
A kurtosis and skewness are equal to 0
B
kurtosis and skewness are equal to 3
C
kurtosis is equal to 0 and skewness is equal to 3
D kurtosis is equal to 3 and skewness
is equal to 0
Students succeed in their courses by connecting and communicating with an expert until they receive help on their questions
Consult our trusted tutors.