What is the monthly standard deviation

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Suppose you purchased ABC stock 4 month ago and your purchasing price was $40. The ABC stock price went up and down in the past 4 months: $50, $38, $ 42, and $49. Assume risk free rate is 2%. (1) What is the monthly expected rate of return? (2) What is the monthly standard deviation? (3) What is the Sharpe ratio (on the monthly basis)? (4) What is the monthly downside risk? (5) What is the Sortino ratio (on the monthly basis)?

Reference no: EM131873194

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