An analyst records the monthly returns of a stock over five months as: 4%, –2%, 6%, 3%, and 9%. The arithmetic mean return is closest to:
Correct
Incorrect
Question 2 of 5
2. Question
A portfolio’s annual returns for four years are: –10%, 20%, –5%, and 25%. The geometric mean return is closest to:
Correct
Incorrect
Question 3 of 5
3. Question
An investor makes equal dollar investments in a mutual fund over three months, at share prices of $10, $12, and $15. The appropriate average cost per share is best measured using the:
Correct
Incorrect
Question 4 of 5
4. Question
An analyst wants to reduce the influence of extreme outliers when calculating the average return of a hedge fund. The most appropriate measure of central tendency to use is:
Correct
Incorrect
Question 5 of 5
5. Question
Set LO 3.b
Q1.
The monthly returns of a stock over three months are 4%, 6%, and 10%. The sample variance of returns is closest to:
Correct
Incorrect
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