Question 5 Given the returns over the 1988-2013 period, what has been the standard deviation of annual returns (volatility) 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%
Question 5 Given the returns over the 1988-2013 period, what has been the standard deviation of annual returns (volatility) 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%
Survey of Accounting (Accounting I)
8th Edition
ISBN:9781305961883
Author:Carl Warren
Publisher:Carl Warren
Chapter15: Capital Investment Analysis
Section: Chapter Questions
Problem 15.1.2MBA
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Question 5
Given the returns over the 1988-2013 period, what has been the standard deviation of annual returns (volatility) 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% |
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