solve for annualized log-return and annualized volatility of log returns. Last end of day value was $83,251.44. 72 days of dates for average. Average daily log-return Annualized log return -0.255% Standard deviation on daily log-returns 3.001% Annualized volatility of log-returns Risk-free rate (QUOTE) 0.020% 91-day T-hill Prire (S) 00 004 Risk Return
solve for annualized log-return and annualized volatility of log returns. Last end of day value was $83,251.44. 72 days of dates for average. Average daily log-return Annualized log return -0.255% Standard deviation on daily log-returns 3.001% Annualized volatility of log-returns Risk-free rate (QUOTE) 0.020% 91-day T-hill Prire (S) 00 004 Risk Return
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
Related questions
Question
![solve for annualized log-return and annualized
volatility of log returns. Last end of day value
was $83,251.44. 72 days of dates for average.
Average daily log-return
Annualized log-return
-0.255%
Standard deviation on daily log-returns
3.001%
Annualized volatility of log-returns
Risk-free rate (QUOTE)
91-day T-bill Price ($)
0.020%
99.994
Effective Annual Yield
0.020%
th
Risk-free rate (in continuous time)
fo
Sharpe Ratio (annual)
8.485%
Risk
Return](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F7494c603-a662-48c5-a131-b13dd2a4b320%2F4ba307ab-8aec-4226-ba9d-80a36336a64b%2Fg8x8s4m_processed.jpeg&w=3840&q=75)
Transcribed Image Text:solve for annualized log-return and annualized
volatility of log returns. Last end of day value
was $83,251.44. 72 days of dates for average.
Average daily log-return
Annualized log-return
-0.255%
Standard deviation on daily log-returns
3.001%
Annualized volatility of log-returns
Risk-free rate (QUOTE)
91-day T-bill Price ($)
0.020%
99.994
Effective Annual Yield
0.020%
th
Risk-free rate (in continuous time)
fo
Sharpe Ratio (annual)
8.485%
Risk
Return
Expert Solution
![](/static/compass_v2/shared-icons/check-mark.png)
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 2 steps
![Blurred answer](/static/compass_v2/solution-images/blurred-answer.jpg)
Recommended textbooks for you
![Essentials Of Investments](https://compass-isbn-assets.s3.amazonaws.com/isbn_cover_images/9781260013924/9781260013924_smallCoverImage.jpg)
Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,
![FUNDAMENTALS OF CORPORATE FINANCE](https://www.bartleby.com/isbn_cover_images/9781260013962/9781260013962_smallCoverImage.gif)
![Financial Management: Theory & Practice](https://www.bartleby.com/isbn_cover_images/9781337909730/9781337909730_smallCoverImage.gif)
![Essentials Of Investments](https://compass-isbn-assets.s3.amazonaws.com/isbn_cover_images/9781260013924/9781260013924_smallCoverImage.jpg)
Essentials Of Investments
Finance
ISBN:
9781260013924
Author:
Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:
Mcgraw-hill Education,
![FUNDAMENTALS OF CORPORATE FINANCE](https://www.bartleby.com/isbn_cover_images/9781260013962/9781260013962_smallCoverImage.gif)
![Financial Management: Theory & Practice](https://www.bartleby.com/isbn_cover_images/9781337909730/9781337909730_smallCoverImage.gif)
![Foundations Of Finance](https://www.bartleby.com/isbn_cover_images/9780134897264/9780134897264_smallCoverImage.gif)
Foundations Of Finance
Finance
ISBN:
9780134897264
Author:
KEOWN, Arthur J., Martin, John D., PETTY, J. William
Publisher:
Pearson,
![Fundamentals of Financial Management (MindTap Cou…](https://www.bartleby.com/isbn_cover_images/9781337395250/9781337395250_smallCoverImage.gif)
Fundamentals of Financial Management (MindTap Cou…
Finance
ISBN:
9781337395250
Author:
Eugene F. Brigham, Joel F. Houston
Publisher:
Cengage Learning
![Corporate Finance (The Mcgraw-hill/Irwin Series i…](https://www.bartleby.com/isbn_cover_images/9780077861759/9780077861759_smallCoverImage.gif)
Corporate Finance (The Mcgraw-hill/Irwin Series i…
Finance
ISBN:
9780077861759
Author:
Stephen A. Ross Franco Modigliani Professor of Financial Economics Professor, Randolph W Westerfield Robert R. Dockson Deans Chair in Bus. Admin., Jeffrey Jaffe, Bradford D Jordan Professor
Publisher:
McGraw-Hill Education