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Statistical Analysis of Investment Returns

This document contains probability and return information for two investments, S and M. It calculates the expected returns, variances, covariances, and standard deviations for S and M. The overall expected return is 19, the variance is 0.00204, and the standard deviation is 0.089.

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Tanmoy Chakraborty
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12 views2 pages

Statistical Analysis of Investment Returns

This document contains probability and return information for two investments, S and M. It calculates the expected returns, variances, covariances, and standard deviations for S and M. The overall expected return is 19, the variance is 0.00204, and the standard deviation is 0.089.

Uploaded by

Tanmoy Chakraborty
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd

Probability Return

S
M

o.3
0.4
0.3

10
16
32

Pi*S pi*M Variance pi*VS


S

11
20
19

Expected Returns
A(RS-19)

3
6.4
9.6
19

3.3
8
5.7
17

-9 81 24.3
-3 9
3.6
13 ## 50.7
78.6

B(RM-17) Pi*A*B
Standard Deviation
-9
-6
16.2
-3
3
-3.6 Variance
13
2
7.8

COV:-

20.4
0.00204

8.86566
0.089
0.00786

Variance
M

-6
3
2

Variance
M

36
9
4

pi*VM

10.8
3.6
1.2
15.6
3.94968
0.039
0.00156

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