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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
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