S p 500 30 year return
[DOC File]Risk, Return, and the Capital Asset Pricing Model
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Expansion 35% 30% 8% 17%. Boom 15% 50% 10% 27%. Assignment. 1. Calculate the expected rate of return for Tech.com Incorporated, Sam’s Grocery Corporation, and the S&P 500 Index. 2. Calculate the standard deviations in estimated rates of return for Tech.com Incorporated, Sam’s Grocery Corporation, and the S&P 500 Index. 3.
[DOC File]Problem 1:
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You put half your money in large stocks with a beta of 1.8 and an expected return of 13%. You invest one eighth of your money in a well-diversified portfolio like the S&P 500 index with a beta of 1 and an expected return of 9%, and finally, one eight of your money is invested in risk free T-bills. The expected return on the T-bills is 4%.
[DOCX File]Microsoft
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Year Ended June 30, ... COMPARISON OF 5 YEAR CUMULATIVE TOTAL RETURN* Among Microsoft Corporation, the S&P 500 Index, and the NASDAQ Computer Index ... 100.00 94.69 83.82 82.69 95.69 115.66 S&P 500 100.00 86.88 64.10 ...
Chapter 22
7. Sharpe's measure is a ratio of excess return to unsystematic risk. (F, difficult) 8. Treynor's measure is a ratio of realized return to systematic risk. (F, difficult) 9. The use of RVOL implies that total risk is the proper measure of risk in performance evaluation. (F, moderate) 10. Jensen's measure of performance is based on the CAPM. (T ...
[DOC File]FIN432 - California State University, Northridge
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P5.16 From 1988-2007, the S&P 500 earned an average 13.9% per year with a standard deviation of 15.1%. If the risk-free rate is 4%, calculate and interpret the …
[DOC File]CHAPTER 5: HISTORY OF INTEREST RATES & RISK PREMIUMS
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Adding 8.22% to the 6% risk-free interest rate, the expected annual HPR for the S&P 500 stock portfolio is: 6.00% + 8.22% = 14.22%. 7. The average rates of return and standard deviations are quite different in the sub periods: STOCKS BONDS Mean Standard. Deviation Mean Standard
[DOCX File]TT23 – Investment Policy: Individual Investor
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Their return objective is to make a return consistent with the return on a diversified portfolio of acceptable asset classes and assets, which consist mainly of the return on portfolios of mutual funds that follow stocks, bonds, and cash, consistent with the asset allocation targets discussed in Section IV.C.1 and IV.C.2. ... (S&P 500)_index; a ...
[DOC File]CHAPTER 5: HISTORY OF INTEREST RATES & RISK PREMIUMS
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Adding 8.40% to the 6% risk-free interest rate, the expected annual HPR for the S&P 500 stock portfolio is: 6.00% + 8.40% = 14.40%. 12. The average rates of return and standard deviations are quite different in the sub periods:
[DOC File]Solutions to Chapter 1
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Based on the historical risk premium of the S&P 500 (7.7 percent) and the current level of the risk-free rate (about 1.8 percent), one would predict an expected rate of return of 9.5 percent. If the stock has the same systematic risk, it also should provide this expected return.
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