Problem 1-20 Arithmetic versus Geometric Returns (LO1, CFA1) You are given the returns for the following three stocks: Year 1 2 3 4 5 Stock A 9% 9 9 9 9 Stock B 9% 13 5 5 13 Stock C -23% 37 16 9 6 Calculate the arithmetic return, geometric return, and standard deviation for each stock. (Do not round intermediate calculations. Enter your answers as a percent rounded to 2 decimal places.) Stock A Stock B Stock C Arithmetic return % % % Standard deviation % % % Geometric return % % %

Answer rating: 100% (QA)

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