Question: The following data relates to a large cap mutual fund. Over the last 2 years, monthly returns, including dividend reinvestment were as follows: JUL-2021 1.35%
The following data relates to a large cap mutual fund. Over the last 2 years, monthly returns, including dividend reinvestment were as follows:
| JUL-2021 | 1.35% | JUL-2020 | 7.57% |
| JUN-2021 | 1.25% | JUN-2020 | 2.38% |
| MAY-2021 | -0.08% | MAY-2020 | 1.69% |
| APR-2021 | 1.93% | APR-2020 | 4.26% |
| MAR-2021 | 2.71% | MAR-2020 | 11.08% |
| FEB-2021 | 6.62% | FEB-2020 | -13.74% |
| JAN-2021 | 3.17% | JAN-2020 | -10.07% |
| DEC-2020 | -2.04% | DEC-2019 | -0.99% |
| NOV-2020 | 3.27% | NOV-2019 | 1.74% |
| OCT-2020 | 11.84% | OCT-2019 | 3.72% |
| SEP-2020 | -4.61% | SEP-2019 | 0.48% |
| AUG-2020 | -2.28% | AUG-2019 | 1.95% |
A. Calculate the arithmetic mean monthly return.
B. Calculate the geometric mean monthly return.
C. Calculate the annual holding period return.
D. If an investor invested $1 in this mutual fund at the beginning of the two-year period, how much would the $1 be worth at the end, assuming dividends are reinvested?
E. Estimate the monthly standard deviation of the mutual funds returns.
F. Estimate the annual standard deviation of the mutual funds returns.
PLEASE SHOW WORK AND I WILL GIVE THUMBS UP!!!!
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