Calculate the geometric mean return for the following data set: –22%23%–24%21.7%22.1%

Question

Question

Calculate the geometric mean return for the following data set:

–22%23%–24%21.7%22.1%

math Statistics-And-Probability

Answer 1

Answer #1

since geometric mean return for n period =((1+r1)*(1+r2)*(1+r3)*(1+r4)*..(1+rn))^1/n-1

=((1-0.22)*(1+0.23)*(1-0.24)*(1+0.217)*(1+0.221))^1/5 -1

=0.0162 ~ 1.62%

Answer 2

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