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We observed the following asset prices from 2016 to 2021: Year 2016 : Dollar Price $583 Year 2017 : Dollar Price $601 Year 2018 :
We observed the following asset prices from 2016 to 2021:
Year 2016 : Dollar Price $583
Year 2017 : Dollar Price $601
Year 2018 : Dollar Price $545
Year 2019 : Dollar Price $459
Year 2020 : Dollar Price $420
Year 2021 : Dollar Price $505
(a) Calculate the expected return and sample standard deviation of bitcoin return.
(b) Calculate the Sharpe ratio assuming an annual risk free rate of 1.5%.
(c) Determine the drawdown of each period, and the maximum drawdown.
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