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Maybank Petronas Year return each period % return each period % 2010 0 0 2011 13.65 5.23 2012 1.72 42.75 2013 14.82 22.49 2014 14.86
Maybank | Petronas | |
Year | return each period % | return each period % |
2010 | 0 | 0 |
2011 | 13.65 | 5.23 |
2012 | 1.72 | 42.75 |
2013 | 14.82 | 22.49 |
2014 | 14.86 | 30.28 |
2015 | -3.84 | -2.48 |
2016 | 4.36 | 5.86 |
2017 | 2.21 | -5.86 |
2018 | 29.81 | -10.78 |
2019 | 0.79 | 10.06 |
Average retrun | 7.84 | 9.76 |
sigma | 8.71 | 10.8 |
1)Calculate the discretely compounded annual returns and the respective risk for both firms.
2)Calculate the continuously compounded annual returns and the respective risk for both firms.
Please calculate in excel
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