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how to calculate the 1. Weekly returns for the portfolio, MSCI World Index and risk-free asset (T-bill rate). 2. Monthly returns for the portfolio, MSCI
how to calculate the
1. Weekly returns for the portfolio, MSCI World Index and risk-free asset (T-bill rate).
2. Monthly returns for the portfolio, MSCI World Index and risk-free asset (T-bill rate).
3. The arithmetic average and standard deviation of monthly returns of the portfolio and MSCI World Index.
4. The geometric average of monthly returns of the portfolio and MSCI World Index.
5. The arithmetic and geometric averages of monthly returns of the risk-free asset (T-bill
rate).
Weekly values T-bill rate 0.10 0.10 week 0 (8/14) week 1 (8/21) week 2 (8/28) week 3(9/4) week 4(9/11) week 5(9/18) week 6(9/25) week 7(10/2) week 8(10/9) week 9(10/16) portfolio values $ 1,000,000.00 $ 1,001,966.03 $ 1,000,029.82 1,004,453.39 1,003,441.40 1,028,950.14 1,028,402.10 $ 1,025,359.55 $ 1,019,181.61 $ 1,010,236.60 $ $ $ $ msci index 569.396 570.968 586.435 573.042 565.964 567.018 555.213 564.112 584.604 583.113 0.10 0.11 0.11 0.10 0.10 0.09 0.10 0.11 annual return 0 15.42% 0.09% 9.43% 5.14% 38.48% 29.12% 20.98% 13.44 6.28%Step by Step Solution
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