Arithmetic mean return | 12.9% |
Geometric mean return | 10.3% |
Portfolio beta | 1.6 |
Risk-free rate of return | 3.50% |
Variance of returns | 212 |
9. The table below shows information about three portfolios:
Portfolio | Mean return onportfolio (%) | Standard deviation of the return on the portfolio (%) |
A | 16 | 32 |
B | 11 | 15 |
C | 9 | 8 |
10. The table below provides data on annual mean returns and standard deviations
Asset Class | Arithmetic mean return(%) | Standard deviation of return (%) |
Bond A | 16.4% | 4.9% |
Bond B | 12.6% | 3.5% |
Bond C | 14.8% | 4.2% |