Suppose the mean monthly rate of return on Dow Jones Industrial Average is 1.5% with standard deviation of 2.5%.What should be its geometric return if the data is normally distributed?

3.47%

1.47%

2.44%.

2.49%.

Question

Suppose the mean monthly rate of return on Dow Jones Industrial Average is 1.5% with standard deviation of 2.5%.What should be its geometric return if the data is normally distributed?

3.47%

1.47%

2.44%.

2.49%.

Accepted Answer

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Question

Suppose the mean monthly rate of return on Dow Jones Industrial Average is 1.5% with standard deviation of 2.5%.What should be its geometric return if

Suppose the mean monthly rate of return on Dow Jones Industrial Average is 1.5% with standard deviation of 2.5%.What should be its geometric return if the data is normally distributed?

3.47%

1.47%

2.44%.

2.49%.

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