The following data are annual rates of return on the DJIA and the S&P 500: (a) Calculate
Question:
The following data are annual rates of return on the DJIA and the S&P 500:
(a) Calculate the arithmetic mean and standard deviation of the DJIA and the S&P 500 for the years 1960–1979, 1970–1989, and 1981–1990.
(b) Calculate the geometric mean for these same years.
Transcribed Image Text:
1960 1961 1962 1963 1964 1965 1966 1967 1968 1969 1970 1971 D -9.34 18.71 - 10.91 17.12 14.57 10.88 - 18.94 15.20 5.24 -15.19 4.82 6.11 S&P 500 -2.97 23.13 - 11.81 18.89 12.97 9.06 -13.09 20.09 7.66 -11.36 .10 10.80
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Answer To calculate the arithmetic mean and standard deviation of the DJIA and the SP 500 for the years 19601979 19701989 and 19811990 we can use the ...View the full answer
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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