Compute the standard deviation of the return on the risky as…
Compute the standard deviation of the return on the risky asset 1 [sd1] and the standard deviation of the return on the risky asset 2 [sd2]. Please report up to 2 significant digits in the decimal. For example, 0.33543 should be reported as 33.54. Please don’t report as 33.54%.
Read DetailsMaximum drawdown. Please report it as a percentage, up to 2…
Maximum drawdown. Please report it as a percentage, up to 2 significant digits in the decimal. For example, -0.33543 should be reported as -33.54. Please don’t report as -0.34 or 0.34 or -33.54%. Hint: compute the natural log of the stock prices and look for the largest decline in the log-price.
Read Details