The Mean and Standard Deviation (SD)of Monthly Returns,over a Given

question 83

Multiple Choice

The mean and standard deviation (SD) of monthly returns,over a given period of time,for the stock markets of two countries,X and Y are Assuming that the monthly risk-free interest rate is 0.25%,the Sharpe performance measures,SHP(X) and SHP(Y) ,and the performance ranks,respectively,for X and Y are:

• A)SHP(
• X) = 0.271, rank = 1, and SHP(
• Y) = 0.219, rank = 2
• B)SHP(
• X) = 0.271, rank = 2, and SHP(
• Y) = 0.219, rank = 1
• C)SHP(
• X) = 18.84, rank = 1, and SHP(
• Y) = 23.04, rank = 2
• D)SHP(
• X) = 23.04, rank = 2, and SHP(
• Y) = 18.84, rank = 1

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Definitions:

King George Iii

The King of Great Britain and King of Ireland from 1760 to 1820, whose reign included the American Revolutionary War and the loss of the American colonies.

American Loyalty

The sense of allegiance or fidelity to the United States, its principles, and its values.

Idea Of Independence

The concept that a nation, territory, or people should govern itself, free from external control or influence.

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The tension or antagonism which exists in society due to competing socioeconomic interests and desires between people of different classes.