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 Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% what are the correct answer based on the option given? 0.51 0.29 0.76 0.98 0.12 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 Emerging 1988 40.4% 1989 65.0% 1990 -10.6% 1991 59.9% 1992 11.4% 1993 74.8% 1994 -7.3% 1995 -5.2% 1996 6.0% 1997 -11.6% 1998 -25.3% 1999 66.4% 2000 -30.6% 2001 -2.4% 2002 -6.0% 2003 56.3% 2004 26.0% 2005 34.5% 2006 32.6% 2007 39.8% 2008 -53.2% 2009 79.0% 2010 19.2% 2011 -18.2% 2012 18.6% 2013 -2.3% what are the correct answer based on the option given? 0.51 0.29 0.76 0.98 0.12 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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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 | Emerging |
| 1988 | 40.4% |
| 1989 | 65.0% |
| 1990 | -10.6% |
| 1991 | 59.9% |
| 1992 | 11.4% |
| 1993 | 74.8% |
| 1994 | -7.3% |
| 1995 | -5.2% |
| 1996 | 6.0% |
| 1997 | -11.6% |
| 1998 | -25.3% |
| 1999 | 66.4% |
| 2000 | -30.6% |
| 2001 | -2.4% |
| 2002 | -6.0% |
| 2003 | 56.3% |
| 2004 | 26.0% |
| 2005 | 34.5% |
| 2006 | 32.6% |
| 2007 | 39.8% |
| 2008 | -53.2% |
| 2009 | 79.0% |
| 2010 | 19.2% |
| 2011 | -18.2% |
| 2012 | 18.6% |
| 2013 | -2.3% |
what are the correct answer based on the option given?
0.51
0.29
0.76
0.98
0.12
help me with this
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