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Annual stock prices are provided in the Stock Prices Table below. The variance of Ln-return for this price series is V (r) = 0.0322. Answer
Annual stock prices are provided in the Stock Prices Table below. The variance of Ln-return for this price series is V (r) = 0.0322. Answer the following questions: Wbne X X2012 ni botzovni 00.0 - w lo ingaw a) What is the historical (annualized) average Ln-Return? b) What is the historical (annualized) Geometric Return?w0081 c) What is the expected Ln-Return? e.g., what is E (r)? Jadw 1119m orth it is muten texhem sni ( d) What is the expected Geometric Return? e.g., what is E(R)?tivab bisbat tohem ril ( Important Note: the table below has annual prices not daily prices. You do not need to convert to annual values. Stock Price Table Year Price 0 100 1 125 115 145 3 rf { (MA)) laborant 1922 Tcfiqu) (Sp Hist Annual stock prices are provided in the Stock Prices Table below. The variance of Ln-return for this price series is V(r)=0.0322. Answer the following questions: a) What is the historical (annualized) average Ln-Return? b) What is the historical (annualized) Geometric Return? c) What is the expected Ln-Return? e.g., what is E(r) ? d) What is the expected Geometric Return? e.g., what is E(R) ? Important Note: the table below has annual prices not daily prices. You do not need to convert to annual values
Annual stock prices are provided in the Stock Prices Table below. The variance of Ln-return for this price series is V (r) = 0.0322. Answer the following questions: Wbne X X2012 ni botzovni 00.0 - w lo ingaw a) What is the historical (annualized) average Ln-Return? b) What is the historical (annualized) Geometric Return?w0081 c) What is the expected Ln-Return? e.g., what is E (r)? Jadw 1119m orth it is muten texhem sni ( d) What is the expected Geometric Return? e.g., what is E(R)?tivab bisbat tohem ril ( Important Note: the table below has annual prices not daily prices. You do not need to convert to annual values. Stock Price Table Year Price 0 100 1 125 115 145 3 rf { (MA)) laborant 1922 Tcfiqu) (Sp Hist
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