The lecture Statistical Concepts and Market Returns III by Edu Pristine is from the course Archiv - Quantitative Methods. It contains the following chapters:
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... within a specified number of standard deviations of the mean using Chebyshevs inequality ...
... sigma "For any set of observations Regardless of the shape of distribution Percentage of observations that lie between k standard deviation is at least ...
... A. At least 75% of the data lies within µ±2? B. At least 65% of the data lies within µ±3? C. At least 94% of the data lies within µ±1? ...
... (measured by sample standard deviation s) for every % of mean return on the asset. The lower an assets CV, the more attractive it is in risk per unit of return. Measures of Risk ...
... "Sharpe measure Sharpe Measure is a more precise return-risk measure as it takes into account that an investor can earn the risk-free rate (rf), without bearing any risk. Hence a portfolio s risk (measured by its standard deviation ...
... Optimal portfolio minimizes the probability that the return of the portfolio falls below minimum acceptable level (R L)
... Portfolio Expected Return (%) Standard Deviation (%) ...
... return) / standard deviation "Portfolio #2 has the highest safety-first ratio at 0.8 0 Portfolio Expected Return (%) Standard Deviation (%) S F Ratio ...
... return. B.Expected return equal to half the stock's variance. C.Standard deviation ...
... Negatively-skewed distribution is characterized by many small gains but a few extremely large losses. It has a long tail on the left-hand side of the distribution "Frequency distribution that is not symmetric is skewed "Positively-skewed distribution is characterized by many small losses but a few extremely large gains. ...
... which of the following measures of dispersion: A. Standard deviation B. Compounded annual rate of return C. Coefficient of variation "A portfolio manager manages two different sector specific portfolios with the following annual returns: Portfolio M : 7%, 5%, 12% Portfolio N: 15%, 22%, 24% The best ...
... in A rather than B Portfolio A 15% 4% Portfolio B 22% 5% "The following values about two portfolios have been obtained The risk free rate is 5%. Which of the following statements about the two portfolios is true? A. Portfolio A has a ...