Essay On Standard Deviation Of Return

Rate of Return Case Study Essay Preview: Rate of Return Case Study Report this essay ASSIGNMENTPart 1:a)[pic 1]b) VnIndexDXGVCBGASArithmetic0.96%0.629%0.61%0.40%Geomethic0.68%0.45%0.58%0.36%c)- The variance and the standard deviation of return:VnIndexDXGVCBGASVariance0.63%0.35%0.06%0.09%Standard7.93%5.92%0.03%3.08%- The covariances of return:COV(I,J)VNINDEXDXGVCBGASVNINDEX0.006170070.000058620.000803430.00024057DXG0.000058620.00299449-0.000049580.00011091VCB0.00080343-0.000049580.000588260.00012774GAS0.000240570.000110910.000127740.00093122 d) Corresponding correlation coefficients:CORREL(I,J)VNINDEXDXGVCBGASVNINDEX10.0136365720.4217157630.100362316DXG0.0136365721-0.0373592760.066417451VCB0.421715763-0.03735927610.172584909GAS0.1003623160.0664174510.1725849091e) DXG has the highest risk but the highest return. While GAS has the second highest risk, but the lowest return in.