A stock's returns have the following distribution: Demand for the Probability of this Rate of Return if Company's Products Demand Occurring this Demand Occurs Weak 0.1 (24%) Below average 0.2 (11)...


A stock's returns have the following distribution:<br>Demand for the<br>Probability of this<br>Rate of Return if<br>Company's Products<br>Demand Occurring<br>this Demand Occurs<br>Weak<br>0.1<br>(24%)<br>Below average<br>0.2<br>(11)<br>Average<br>0.3<br>10<br>Above average<br>0.3<br>26<br>Strong<br>0.1<br>61<br>1.0<br>Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation,<br>coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your<br>answers to two decimal places.<br>Stock's expected return:<br>%<br>Standard deviation:<br>%<br>Coefficient of variation:<br>Sharpe ratio:<br>

Extracted text: A stock's returns have the following distribution: Demand for the Probability of this Rate of Return if Company's Products Demand Occurring this Demand Occurs Weak 0.1 (24%) Below average 0.2 (11) Average 0.3 10 Above average 0.3 26 Strong 0.1 61 1.0 Assume the risk-free rate is 3%. Calculate the stock's expected return, standard deviation, coefficient of variation, and Sharpe ratio. Do not round intermediate calculations. Round your answers to two decimal places. Stock's expected return: % Standard deviation: % Coefficient of variation: Sharpe ratio:

Jun 09, 2022
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