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The file dataQuiz01.xlsx contains annual observations for 1991 to 2020 for the ex- cess return on an international stock portfolio from Kenneth Frenchs Data Library.

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The file dataQuiz01.xlsx contains annual observations for 1991 to 2020 for the ex- cess return on an international stock portfolio from Kenneth Frenchs Data Library. Compute the sample mean, standard deviation, and Sharpe ratio for the excess return observations. You can compute the sample statistics in Excel; please upload the Excel file with the computations. (15 points) C D A B 1 Date Excess return 2 1991 12.17 3 1992 -9.56 4 1993 18.92 5 1994 2.21 6 1995 13.10 7 1996 7.20 8 1997 8.60 9 1998 15.69 10 1999 24.82 11 2000 -18.63 12 2001 - 19.65 13 2002 - 18.78 14 2003 36.43 15 2004 16.24 16 2005 8.80 17 2006 16.05 18 2007 5.38 19 2008 -42.00 20 2009 31.59 21 2010 14.01 22 2011 -6.93 23 2012 16.88 24 2013 28.67 25 2014 3.28 26 2015 -0.37 27 2016 7.90 28 2017 23.50 29 2018 - 11.39 30 2019 24.41 31 2020 16.86 32

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