Question
The following table provides daily returns for a given investment. Return Day 1 0.1800% 2 0.1957% 3 0.2107% 4 0.2200% 5 0.2221% a. For
The following table provides daily returns for a given investment. Return Day 1 0.1800% 2 0.1957% 3 0.2107% 4 0.2200% 5 0.2221% a. For the above returns, calculate the (3 points each) i. Average daily return ii. Standard deviation of the daily returns b. Annualize the average return and standard deviation of returns from a. (6 points) C. Based on the daily return average and standard deviation in a., (3 points each) i. ii. What is the probability of observing daily returns lower than 0.22% ? What is the probability of observing daily returns higher than 0.19%?
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Operations Management Creating Value Along the Supply Chain
Authors: Roberta S. Russell, Bernard W. Taylor, Ignacio Castillo, Navneet Vidyarthi
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978-1-118-3011, 1118942051, 1118942055, 978-1118301173
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