Estimate the average return and standard deviation
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Estimate the average return and standard deviation.
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| 1 | 30% Company A | 26% Company B | 47% Company C |
| 2 | 7% | 15% | -54% |
| 3 | 18% | -14% | 15% |
| 4 | -22% | -15% | 7% |
| 5 | -14% | 2% | -28% |
| 6 | 10% | -18% | 40% |
| 7 | 26% | 42% | 17% |
| 8 | -10% | 30% | -23% |
| 9 | -3% | -32% | -4% |
| 10 | 38% | -28% | 75% |
- 1. Estimate the average return and standard deviation of each company
- 2. If one investor has a portfolio consisting of 50% Company A and 50% Company B, whatare the average portfolio return and standard deviation? What is Sharpe ratio if the riskfreerate is 3.8%?
Estimate the average return and standard deviation.
Order 100% plagiarism free essay on average return and standard deviation
- 3. If another investor has a portfolio consisting of 1/3 Company A, 1/3 Company B and 1/3Company C, what are the average portfolio return and standard deviation? What is Sharpe ratio if the risk-free rate is 3.8%?
Estimate the average return and standard deviation.
Order 100% plagiarism free essay on average return and standard deviation
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