geometric average

A stock produced annual returns of 8.5, -18, 15, 17, and 12 percent over the past five years, respectively. What is the geometric average return? Downtown Industries common stock had returns of 5.2, 10.3, 9.3, and 9.5 percent, respectively, over the past four years. What is the standard deviation of these returns?

Department of Economics and Finance Investment Analysis, Problem Set 1, Dr. Samar Issa Answer all the questions below. Make sure that you show all the steps leading to the answers. For each numeric answer, you should show the formula or equation from which you have arrived at the answer. Points will be deducted for missing […]

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