Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard

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Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard deviation, skew and kurtosis? What are the annualized values of each statistic?

Related Book For answer-question

Applied Regression Analysis and Other Multivariable Methods

ISBN: 978-1285051086

5th edition

Authors: David G. Kleinbaum, Lawrence L. Kupper, Azhar Nizam, Eli S. Rosenberg

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Posted Date: May 03, 2023 06:49 AM

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Assume monthly returns of 1%, -2%, 3% and 1%. What is periodic arithmetic mean, geometric mean, standard

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Applied Regression Analysis and Other Multivariable Methods

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