Compute the sample variance and standard deviation for the returns: R1 = 15%, R2 = 20.65%,...

Question

Question

Compute the sample variance and standard deviation for the returns: R1 = 15%, R2 = 20.65%, R3 = -13.51%, R4 = -16.67%

Answer 1

Answer #1

Expected Return = [R(i)] / n

= [15% + 20.65% + (-13.51%) + (-16.67%)] / 4 = 5.47% / 4 = 1.3675%

Sample Variance = [{Expected Return - R(i)}²] / (n - 1)

= [(1.3675% - 15%)² + (1.3675% - 20.65%)² + (1.3675% + 13.51%)² + (1.3675% + 16.67%)²] / (4 - 1)

= [185.85%² + 371.81%² + 221.34%² + 325.35%²] / 3 = 1,104.35%² / 3 = 368.12%²

Sample Standard Deviation = [Sample Variance]^1/2

= [368.12%²]^1/2 = 19.19%

Answer 2

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