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Consider the following fund ( answer all questions ) : A investor funds 5 millions initially for a 4 - year program. The Holding period
Consider the following fund answer all questions:
A investor funds millions initially for a year program. The Holding period return for each year is and correspondingly. At the end of second year, heshe add addtional millions.
Time
Fund to nvestment $ millions
HPR
Compute the Arithmetic return simple average:
points
QUESTION
Compute the Geometrics return time weighted average:
points
QUESTION
Compute the Internal rate of return dollar weighted average:
points
QUESTION
Compute the standard deviation for this year investment:
hint: this is timeseries analysis evenly distributed probability for each period
points
QUESTION
Assume the riskfree rate is constant of in those years, what's the sharpe ratio of this investment using simple average return?
All I need are the answers to questions # and # the work is not necessary, Thank you.
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