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6. If the adjusted closing price for S&P/TSX is as follows. (5 marks with 1 mark per question) date adj close 12/31/2015 13,010.00 12/30/2016 15,287.60
6. If the adjusted closing price for S&P/TSX is as follows. (5 marks with 1 mark per question) date adj close 12/31/2015 13,010.00 12/30/2016 15,287.60 12/29/2017 16,209.10 12/31/2018 14,322.90 12/31/2019 17,063.40 12/31/2020 17,433.40 (1) What is the annual return every year? (2) What is the arithmetic mean annual return? (3) What is the geometric mean annual return? (4) What is the standard deviation of annual returns? (5) The risk-free rate is 2%. What is the Sharpe ratio (using geometric mean)
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