Question: Compute the sample mean return, return standard deviation and Sharpe ratio for the following stock. Assume that the T-bill rate is 2%. Year, t 1st
Compute the sample mean return, return standard deviation and Sharpe ratio for the following stock. Assume that the T-bill rate is 2%.
Year, t 1st 2nd 3rd 4th 5th
Return, r(t) 10% 20% -8% 5% 12%
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