Using the following annual returns, calculate the estimates of the arithmetic mean returns, the variances, and the standard deviations for assets X and Y . Also calculate the estimates of the covariance and correlation between X and Y . These five years are a sample of the entire population of returns for X and Y .
A stock has had returns over the past six years of 29%,14%,33%,-18%,9%, and -16%. What was its arithmetic mean and geometric mean returns over that period? What was the standard deviation of its returns over this six-year period?
Show the math formula and the excel equation for both problems.