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After graduating from college last spring with a major in ac- counting and finance, Jim Hale took a job as an analyst trainee for an

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After graduating from college last spring with a major in ac- counting and finance, Jim Hale took a job as an analyst trainee for an investment company in Chicago. His first few weeks were filled with a series of rotations throughout the firm's vari- ous operating units, but this week he was assigned to one of the firm's traders as an analyst. On his first day, Jim's boss called him in and told him that he wanted to do some rudimentary analysis of the investment returns of a semiconductor manu- facturer called Advanced Micro Devices, Inc. (AMD). Specifi- cally, Jim was given the following month-end closing prices for the company spanning the period of November 1, 2011, through November 1, 2012: Closing Price $5.69 1 Date 1-Nov-11 1-Dec-11 3-Jan-12 1-Feb-12 1-Mar-12 5.4 Closing Price $5.73 4.06 3.72 Date -Jun-12 2-Jul-12 1-Aug-12 4-Sep-12 1-Oct-12 1-Nov-12 6.71 7.35 8.02 7.36 6.08 3.37 2.05 1.88 2-Apr-12 1-May-12 He was then instructed by his boss to complete the follow- ing tasks using the AMD price data (note that AMD paid no dividend during the period being analyzed). te AMD's monthly realized rates of return for the entire year. 2. Calculate the average monthly rate of return for AMD us- ing both the arithmetic and the geometric averages. 3. Calculate the year-end price for AMD, computing the com- pound value of the beginning-of-year price of $5.69 per share for 12 months at the monthly geometric average rate of return calculated earlier: End-of-Year_Beginning-of-Year Stock Price Stock Price 5. Now calculate the compound annual rate of return using the geometric average monthly rate of return: Compound Annual Geometric Average 12 - 1 Rate of Return V Monthly Rate of Return 6. If you were given annual rate of return data for AMD's or any other company's stock and you were asked to esti- mate the average annual rate of return an investor would have earned over the sample period by holding the stock, would you use an arithmetic or a geometric average of the historical rates of return? Explain your response as if you were talking to a client who has had no formal training in finance or investments. 12 1. Geometric Average Monthly Rate of Return 4. Compute the annual rate of return for AMD using the be- ginning and ending stock prices for the period (i.e., $5.69 and $1.88)

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