Question
In: Finance
Consider the following five monthly returns: 0.07 0.00 0.06 0.1 0.01 a. Calculate the arithmetic average...
Consider the following five monthly returns:
|
0.07 |
0.00 |
0.06 |
0.1 |
0.01 |
a. Calculate the arithmetic average monthly return over this period.
b. Calculate the geometric average monthly return over this period.
c. Calculate the monthly variance over this period.
d. Calculate the monthly standard deviation over this period.
Solutions
Expert Solution
ANSWERS ARE GIVEN IN DECIMALS AND % (BOTH FORMAT). ROUNDED TO 4 DECIMALS. THANK YOU.
EXCEL FORMULAS ARE ALSO SPECIFIED. NEED ANY OTHER HELP.
HAPPY TO HELP YOU
jeff jeffy answered 1 year agoRelated Solutions
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5%
−2%
4%
8%
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c. Calculate the monthly variance over this
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d. Calculate the monthly standard deviation
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Using the following returns, calculate the arithmetic average
returns, the variances, and the standard deviations for X and
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Returns
Year
X
Y
1
11 %
23 %
2
29
44
3
18
-11...
Using the following returns, calculate the arithmetic average returns, the variances, and the standard deviations for...
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returns, the variances, and the standard deviations for X and Y.
Returns Year X Y 1 11 % 23 % 2 29 44 3 18 -11 4 -19 -25 5 20 52
Using the following returns, calculate the arithmetic average
returns, the variances, and the standard deviations for X and
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Year
X
Y
1
11 %
23 %
2
29
44
3
18
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(a)
Calculate the
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(b)
Calculate the
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2
31
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4
- 21
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22
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