Consider the following realized annual returns for the Index HG200: Year End Index Realized Return 2000 23.6% 2001 24.7% 2002 30.5% 2003 9.0% 2004 -2.0% 2005 -17.3% 2006 -24.3% 2007 32.2% 2008 4.4% 2009 7.4% Compute: 1) average annual return on the Index from 2000 to 2009; 2) standard deviation of the returns on the Index from 2000 to 2009.

International Financial Management
14th Edition
ISBN:9780357130698
Author:Madura
Publisher:Madura
Chapter13: Direct Foreign Investment
Section: Chapter Questions
Problem 1IEE
icon
Related questions
Question
Consider the following realized annual returns for the Index
HG200:
Year End Index Realized Return
2000
23.6%
2001
24.7%
2002
30.5%
2003
9.0%
2004
-2.0%
2005
-17.3%
2006
-24.3%
2007
32.2%
2008
4.4%
2009
7.4%
Compute:
1) average annual return on the Index from 2000 to 2009;
2) standard deviation of the returns on the Index from 2000 to
2009.
Transcribed Image Text:Consider the following realized annual returns for the Index HG200: Year End Index Realized Return 2000 23.6% 2001 24.7% 2002 30.5% 2003 9.0% 2004 -2.0% 2005 -17.3% 2006 -24.3% 2007 32.2% 2008 4.4% 2009 7.4% Compute: 1) average annual return on the Index from 2000 to 2009; 2) standard deviation of the returns on the Index from 2000 to 2009.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 3 images

Blurred answer
Knowledge Booster
Stock Market Analysis
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, finance and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
International Financial Management
International Financial Management
Finance
ISBN:
9780357130698
Author:
Madura
Publisher:
Cengage