Question: Compute the annualized average return and the annualized sample volatility forthe S&P 500 from 04/2012 to 12/2021. What is the Sharpe ratio of the S&P
Compute the annualized average return and the annualized sample volatility forthe S&P 500 from 04/2012 to 12/2021. What is the Sharpe ratio of the S&P 500 in this sample? ( Note: Make sure toannualize all your measurements. You can take the annualized average risk-free rate as a proxyfor the unique risk-free rate)
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