Calculate the mean, variance, and the standard deviation of each security’s annual rate of return. Microsoft Historical Annual Stock Price DataYearAverage Stock PriceYear OpenYear HighYear LowYear CloseAnnual % Change2021261.8771217.6900308.2300212.2500308.230038.58%2020193.0261160.6200231.6500135.4200222.420041.04%2019130.3820101.1200158.960097.4000157.700055.26%2018101.034085.9500115.610085.0100101.570018.74%201771.984062.580086.850062.300085.540037.66%201655.259354.800063.620048.430062.140012.00%201546.713646.760056.550040.290055.480019.44%201442.453337.160049.610034.980046.450024.16%201332.491527.620038.940026.460037.410040.06%201229.820326.765032.850026.370026.70972.89%201126.052227.980028.870023.705025.9600-6.99%201027.058430.950031.390023.010027.9100-8.43%200922.976620.330031.390015.150030.480056.79%200826.647535.220035.370017.530019.4400-45.39%200730.445929.860037.060026.720035.600019.22%200626.290826.840030.190021.510029.860014.19%200525.871026.740028.160023.920026.1500-2.13%200427.124727.450029.980024.150026.7200-2.37%200326.101426.860029.960022.800027.37005.88%200227.274533.520034.930021.415025.8500-21.96%200131.271221.690036.840021.690033.125052.72%

Here we plot the values the in excel To find mean formula used is AVERAGE(COLUMN1:COLUMN N) here we…

Answered: Calculate the mean, variance, and the…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Related questions

Question

Calculate the mean, variance, and the standard deviation of each security’s annual rate of return.

Microsoft Historical Annual Stock Price Data
Year	Average Stock Price	Year Open	Year High	Year Low	Year Close	Annual % Change
2021	261.8771	217.6900	308.2300	212.2500	308.2300	38.58%
2020	193.0261	160.6200	231.6500	135.4200	222.4200	41.04%
2019	130.3820	101.1200	158.9600	97.4000	157.7000	55.26%
2018	101.0340	85.9500	115.6100	85.0100	101.5700	18.74%
2017	71.9840	62.5800	86.8500	62.3000	85.5400	37.66%
2016	55.2593	54.8000	63.6200	48.4300	62.1400	12.00%
2015	46.7136	46.7600	56.5500	40.2900	55.4800	19.44%
2014	42.4533	37.1600	49.6100	34.9800	46.4500	24.16%
2013	32.4915	27.6200	38.9400	26.4600	37.4100	40.06%
2012	29.8203	26.7650	32.8500	26.3700	26.7097	2.89%
2011	26.0522	27.9800	28.8700	23.7050	25.9600	-6.99%
2010	27.0584	30.9500	31.3900	23.0100	27.9100	-8.43%
2009	22.9766	20.3300	31.3900	15.1500	30.4800	56.79%
2008	26.6475	35.2200	35.3700	17.5300	19.4400	-45.39%
2007	30.4459	29.8600	37.0600	26.7200	35.6000	19.22%
2006	26.2908	26.8400	30.1900	21.5100	29.8600	14.19%
2005	25.8710	26.7400	28.1600	23.9200	26.1500	-2.13%
2004	27.1247	27.4500	29.9800	24.1500	26.7200	-2.37%
2003	26.1014	26.8600	29.9600	22.8000	27.3700	5.88%
2002	27.2745	33.5200	34.9300	21.4150	25.8500	-21.96%
2001	31.2712	21.6900	36.8400	21.6900	33.1250	52.72%

Definition Definition Measure of central tendency that is the average of a given data set. The mean value is evaluated as the quotient of the sum of all observations by the sample size. The mean, in contrast to a median, is affected by extreme values. Very large or very small values can distract the mean from the center of the data. Arithmetic mean: The most common type of mean is the arithmetic mean. It is evaluated using the formula: μ = 1 N ∑ i = 1 N x i Other types of means are the geometric mean, logarithmic mean, and harmonic mean. Geometric mean: The nth root of the product of n observations from a data set is defined as the geometric mean of the set: G = x 1 x 2 ... x n n Logarithmic mean: The difference of the natural logarithms of the two numbers, divided by the difference between the numbers is the logarithmic mean of the two numbers. The logarithmic mean is used particularly in heat transfer and mass transfer. ln x 2 − ln x 1 x 2 − x 1 Harmonic mean: The inverse of the arithmetic mean of the inverses of all the numbers in a data set is the harmonic mean of the data. 1 1 x 1 + 1 x 2 + ...

Expert Solution