Standard deviation of the stock based on the historical data

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Reference no: EM131848099

You have been following a stock for 6 months and the following is its past return

Year 1: -5%

Year 2: -10%

Year 3: 15%

Year 4: 5%

Year 5: 10%

Year 6: 15%

What is the expected return and standard deviation of the stock based on the historical data?

Assume normal distribution, what is VaR at 5% for this stock?

What is the Sharpe ratio of the stock based on historical data, risk free rate is 1%?

Reference no: EM131848099

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