1 Suppose your portfolio returned over the past three years 3%, 20% and -5%. What is the annualized compound return of your portfolio?

Select one:

a. 6.00%

b. 5.50%

c. 9.33%

d. None of the choices are accurate'

Using the data from problem 1, what has been the standard deviation of your portfolio the past three years? (The annual returns were 3%, 20% and -5%.)

Select one:

a. 10.41%

b. 10.40%

c. 12.78%

d. 12.77%