The expected value,standard deviation of returns,and coefficient of variation for asset A are ________.(See below.) Asset A
A) 10 percent, 8 percent, and 1.25, respectively
B) 9.33 percent, 8 percent, and 2.15, respectively
C) 9.35 percent, 4.68 percent, and 2.00, respectively
D) 9.35 percent, 2.76 percent, and 0.295, respectively

Question

The expected value,standard deviation of returns,and coefficient of variation for asset A are ________.(See below.) Asset A 
A) 10 percent, 8 percent, and 1.25, respectively 
B) 9.33 percent, 8 percent, and 2.15, respectively 
C) 9.35 percent, 4.68 percent, and 2.00, respectively 
D) 9.35 percent, 2.76 percent, and 0.295, respectively

Quizplus · Accepted Answer

From the given data, we can use the following formulae to calculate the expected value, standard deviation, and coefficient of variation:

Expected value = 11%
Standard deviation = 4.68%
Coefficient of variation = standard deviation / expected value

Using these formulae, we get:

Expected value = 11%
Standard deviation = 4.68%
Coefficient of variation = 4.68% / 11% = 0.295

Therefore, the correct answer is D, i.e., 9.35 percent, 2.76 percent, and 0.295, respectively.

The Expected Value,standard Deviation of Returns,and Coefficient of Variation for Asset