Question 5.) Year Return 2016 13% 2017 13% 2018 -10% 2019 24% part a.) What are...
Question 5.)
| Year | Return |
| 2016 | 13% |
| 2017 | 13% |
| 2018 | -10% |
| 2019 | 24% |
part a.) What are the arithmetic mean and standard deviation of the historical returns above?
part b.) What is the geometric means of the returns above?
Please show formula and work
Homework Answers
a.
Arithmetic Mean = (0.13 + 0.13 - 0.10 + 0.24)/4
Arithmetic Mean = 10.00%
Standard Deviation of Return = 0.1431
Standard Deviation of Return = 14.31%
b.
Geometric Return = [(1.13)(1.13)(1 - 0.10)(1.24)]1/4 - 1
Geometric Mean = 0.0926
Geometric Mean = 9.26%
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