Question: Consider the following fund ( answer all questions ) : A investor funds 5 millions initially for a 4 - year program. The Holding period
Consider the following fund answer all questions:
A investor funds millions initially for a year program. The Holding period return for each year is and correspondingly. At the end of second year, heshe add addtional millions.
Time
Fund to nvestment $ millions
HPR
Compute the Arithmetic return simple average:
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QUESTION
Compute the Geometrics return time weighted average:
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QUESTION
Compute the Internal rate of return dollar weighted average:
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QUESTION
Compute the standard deviation for this year investment:
hint: this is timeseries analysis evenly distributed probability for each period
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QUESTION
Assume the riskfree rate is constant of in those years, what's the sharpe ratio of this investment using simple average return?
All I need are the answers to questions # and # the work is not necessary, Thank you.
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