Calculate geometric mean rate of return for following monthly LIBOR returns:
1.20%, 0.51%, - 1.55 %, 0.32%, -2.52%
PLEASE SHOW YOUR WORK:
Geometric mean = [(1 +R1)(1 +R2)(1 +R3)(1 +R4)(1 +R5)]1/n - 1
Geometric mean = [(1 + 0.012)(1 + 0.0051)(1 - 0.0155)(1 + 0.0032)(1 - 0.0252)]1/5 - 1
Geometric mean = [1.012 * 1.0051 * 0.9845 * 1.0032 * 0.9748]1/5 - 1
Geometric mean = [0.979284]1/5 - 1
Geometric mean = 0.9958 - 1
Geometric mean = -0.0042 or -0.42%
Calculate geometric mean rate of return for following monthly LIBOR returns: 1.20%, 0.51%, - 1.55 %,...
Please answer Part (b) only -- SHOW YOUR work Part (a) Calculate the geometric mean rate of return for the following quarterly SP500 returns: 3.20%, 2.5%, -1.55%, 4.32%, -3.25%, 0.55% ANSWER = 0.93 % part (b) What is the continuously compounded rate of return that produces the same cumulative return as in part (a)? 5.69 % 5.77 % 5.55 % 5.35 % 4.06 %
Consider the following five monthly returns: 4% -2%. 3%. 8%. -1% a. Calculate the geometric average monthly return over this period. b Calculate the arithmetic average monthly return over this period and express your answer as a percentage per month. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period.
calculate the arithmetic average return and the geometric average return using the following returns 2011 +7.6% 2012 -4.2% 2013 +7.6% 2014 -1.8%
answer A-D please Consider the following five monthly returns: 0.01 -0.06 0.04 -0.05 a. Calculate the arithmetic average monthly return over this period. b. Calculate the geometric average monthly return over this period. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period. a. Calculate the arithmetic average monthly return over this period. The arithmetic average is %. (Round to two decimal places.)
all one question please help with all Problem #1: Geometric Mean Returns Here are the total returns for the S&P500 for the first ten years of this century. Year Return 2001 -11.85 % -21.97 % 2002 2003 28.36% 2004 10.74% 2005 4.83% 2006 15.61% 2007 5.48% 2008 -36.55% 2009 26.94% 18.00 % 2010 1. If you invested one dollar on January 1, 2001 in the S&eP500, how much would it be worth ten years later? on January 1, 2011. It...
Consider the following five monthly returns: 7% −3% 5% 11% −1% a. Calculate the arithmetic average monthly return over this period and express your answer as a percentage per month. b. Calculate the geometric average monthly return over this period. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period.
Calculate the geometric mean return for the following data set: (Negative value should be indicated by a minus sign. Round your intermediate calculations to at least 4 decimal places and final answer to 2 decimal places.) –10% 11% –12% 9.7% 10.1% What is the Geometric return? _______ %
pleaseee help Consider the following five monthly returns: 0.09 0.02 0.08 0.12 0.03 a. Calculate the arithmetic average monthly return over this period, b. Calculate the geometric average monthly return over this period. c. Calculate the monthly variance over this period. d. Calculate the monthly standard deviation over this period. a. Calculate the arithmetic average monthly return over this period. The arithmetic average is %. (Round to two decimal places.) b. Calculate the geometric average monthly return over this period....
Calculate the geometric mean return for the following data set: –22%23%–24%21.7%22.1%
An investment you made 5 years ago has realized the following rates of return. Calculate mean and median of the rates of return using appropriate statistical formulas and show your working. Compute geometric mean using an appropriate statistical formula and show your working. Which one of the three statistics you computed in parts (a) and (b) does best describe the investment return over the 5-year period? Explain why. 3 4 Year 1 2 5 Rate of Return 0.50 -0.15 -0.20...