Question
1: A stock has monthly returns of 18.8%, 1.19% , -15.16%, and 3.97%. What is the stock's geometric average return? 2: A stock had
1: A stock has monthly returns of 18.8%, 1.19% , -15.16%, and 3.97%. What is the stock's geometric average return?
2: A stock had the following annual returns: 15.75%, 12.18% , 21.95%, and 23.63%. What is the stock's:
- a: expected return?
- b: variance?
- c: standard deviation?
3. A stock has an expected return of 02.98% and a standard deviation of 10.63%. For this stock, what are the:
- Upper range of 68% confidence interval
- Lower range of 68% confidence interval:
- Upper range of 95% confidence interval:
- Lower range of 95% confidence interval:
- Upper range of 99% confidence interval:
- Lower range of 99% confidence interval:
When inputting an answer, round your answer to the nearest 2 decimal places (for VARIANCE round to 4 decimal places). If you need to use a calculated number for further calculations, DO NOT round until after all calculations have been completed. For the final answer, Round to 2 decimal places (for VARIANCE round to 4 decimal places).
Step by Step Solution
There are 3 Steps involved in it
Step: 1
1 Geometric Average Return To calculate the geometric average return we use the formula GAR prodi1n1 Riight1n 1 Where Ri individual monthly returns n ...Get Instant Access to Expert-Tailored Solutions
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Step: 2
Step: 3
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