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Using the info belowshow how to make a column of monthly returns for DIJA, ATT, and ADJUSTED ATT. Report the average, standard deviation, and Sharpe
Using the info belowshow how to make a column of monthly returns for DIJA, ATT, and ADJUSTED ATT. Report the average, standard deviation, and Sharpe ratio for each of the series?
What does the Sharpe ratio measure? Which series had the better Sharpe ratio?
Assume an investment of $100 at the beginning of every month from Jan 2013 to the end of the data.
How much will be in each asset at the end of the data?
Are these ending amounts consistent with the Sharpe ratios?
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