The table below gives the annual total returns on the MSCI Germany Index from 1993 to 2002.
Question:
The table below gives the annual total returns on the MSCI Germany Index from 1993 to 2002. The returns are in the local currency. Use the information in this table to answer Questions 5-10.
MSCI Germany Index Total Returns, 1993-2002
Year........................................Return (%)
1993........................................46.21
1994........................................−6.18
1995........................................8.04
1996........................................22.87
1997........................................45.90
1998........................................20.32
1999........................................41.20
2000........................................−9.53
2001........................................−17.75
2002........................................−43.06
To describe the dispersion of the distribution, perform the following:
A. Calculate the range.
B. Calculate the mean absolute deviation (MAD).
C. Calculate the sample variance.
D. Calculate the sample standard deviation.
E. Calculate the semi-variance.
F. Calculate the semi-deviation?
Step by Step Answer:
A In the solution to Problem 5A we calculated the range as Maximum value Minimum value 4621 4306 8927 B The mean absolute deviation is defined in Equa...View the full answer
Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
