Given the returns over the 1988-2013 period, and the arithmetic mean return and volatility you calculated in the first quiz (which you could also recalculate now if necessary), what has been the ‘quick-and-dirty’ risk-adjusted return of these markets? Year Developed 1988 24.0% 1989 17.2% 1990 -16.5% 1991 19.0% 1992 -4.7% 1993 23.1% 1994 5.6% 1995 21.3% 1996 14.0% 1997 16.2% 1998 24.8% 1999 25.3% 2000 -12.9% 2001 -16.5% 2002 -19.5% 2003 33.8% 2004 15.2% 2005 10.0% 2006 20.7% 2007 9.6% 2008 -40.3% 2009 30.8% 2010 12.3% 2011 -5.0% 2012 16.5% 2013 27.4% What are the correct answer from the options given below? 0.72 0.99 0.54 0.21 0.89 help me with this.
Given the returns over the 1988-2013 period, and the arithmetic mean return and volatility you calculated in the first quiz (which you could also recalculate now if necessary), what has been the ‘quick-and-dirty’ risk-adjusted return of these markets? Year Developed 1988 24.0% 1989 17.2% 1990 -16.5% 1991 19.0% 1992 -4.7% 1993 23.1% 1994 5.6% 1995 21.3% 1996 14.0% 1997 16.2% 1998 24.8% 1999 25.3% 2000 -12.9% 2001 -16.5% 2002 -19.5% 2003 33.8% 2004 15.2% 2005 10.0% 2006 20.7% 2007 9.6% 2008 -40.3% 2009 30.8% 2010 12.3% 2011 -5.0% 2012 16.5% 2013 27.4% What are the correct answer from the options given below? 0.72 0.99 0.54 0.21 0.89 help me with this.
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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100%
Given the returns over the 1988-2013 period, and the arithmetic mean return and volatility you calculated in the first quiz (which you could also recalculate now if necessary), what has been the ‘quick-and-dirty’ risk-adjusted return of these markets?
|
Year |
Developed |
|
1988 |
24.0% |
|
1989 |
17.2% |
|
1990 |
-16.5% |
|
1991 |
19.0% |
|
1992 |
-4.7% |
|
1993 |
23.1% |
|
1994 |
5.6% |
|
1995 |
21.3% |
|
1996 |
14.0% |
|
1997 |
16.2% |
|
1998 |
24.8% |
|
1999 |
25.3% |
|
2000 |
-12.9% |
|
2001 |
-16.5% |
|
2002 |
-19.5% |
|
2003 |
33.8% |
|
2004 |
15.2% |
|
2005 |
10.0% |
|
2006 |
20.7% |
|
2007 |
9.6% |
|
2008 |
-40.3% |
|
2009 |
30.8% |
|
2010 |
12.3% |
|
2011 |
-5.0% |
|
2012 |
16.5% |
|
2013 |
27.4% |
What are the correct answer from the options given below?
0.72
0.99
0.54
0.21
0.89
help me with this.
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