Suppose you observe the following six quarterly returns of an investment portfolio: -1%, 1%, 18%, 19%, 3% and 2%. What is the (unbiased) standard error
Suppose you observe the following six quarterly returns of an investment portfolio: -1%, 1%, 18%, 19%, 3% and 2%.
What is the (unbiased) standard error of the sample mean of these six quarterly returns? (Nearest 0.01 in percentage terms, e.g. write 4.25 for 4.25%).
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Authors: Bruce Tuckman, Angel Serrat
4th Edition
1119835550, 978-1119835554
