Question
Consider the following five monthly returns: 0.080.08 0.010.01 0.070.07 0.110.11 0.020.02 a. Calculate the arithmetic average monthly return over this period. b. Calculate the geometric
Consider the following five monthly returns:
0.080.08 | 0.010.01 | 0.070.07 | 0.110.11 | 0.020.02 |
a. Calculate the arithmetic average monthly return over this period.
b. Calculate the geometric average monthly return over this period.
c. Calculate the monthly variance over this period.
d. Calculate the monthly standard deviation over this period.
a. Calculate the arithmetic average monthly return over this period.
The arithmetic average is
__%.
(Round to two decimal places.)
b. Calculate the geometric average monthly return over this period.
The geometric average is
__%.
(Round to two decimal places.)
c. Calculate the monthly variance over this period.
The monthly variance is
__%.
(Round to three decimal places.)
d. Calculate the monthly standard deviation over this period.
The monthly standard deviation is
___%.
(Round to three decimal places.)
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