Mason is reviewing investment performance of the family portfolio over the past 2 years and the returns were -0.5% and 4.5%, respectively. To 2 decimal places...
What is the mean return of Mason's portfolio?
What is the geometric mean of Mason's portfolio?
Mason's analysis shows in the upcoming year either of the two returns cound repeat: -0.5% at a probability of 40%; 4.5% at a probability of 60%. What is the standard deviation of Mason's expected return?
What is the expected STN of the Mason portfolio?