A sample of returns from two portfolios (in percent) is given below: Year Portfolio A (%) Portfolio

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A sample of returns from two portfolios (in percent) is given below: Year Portfolio A (%) Portfolio B (%) 1 8 11 2 10 14 3 0 -5 i)

Find the geometric mean rate of return of each of the portfolios.

ii) Find the standard deviation of returns for each of the portfolios. Which portfolio is preferable and why?

Related Book For answer-question

Income Tax Fundamentals 2013

ISBN: 9781285586618

31st Edition

Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill

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Posted Date: Apr 19, 2023 10:33 PM

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A sample of returns from two portfolios (in percent) is given below: Year Portfolio A (%) Portfolio

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i To calculate the geometric mean rate of return we use the formula Geometric mean 1 R1 1 R2 1 Rn1n ... View the full answer

Income Tax Fundamentals 2013

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