Suppose the annual expected return and volatility of the stock market index are 10.6% and 25.3%, respectively. If you in
Posted: Sat Nov 27, 2021 5:20 pm
Suppose the annual expected return and volatility of the stock
market index are 10.6% and 25.3%, respectively. If you invest in
the stock market in the long run and returns are independent and
identically distributed across years, what would be the average
growth rate of your wealth ? Use Matlab if possible, thanks!
market index are 10.6% and 25.3%, respectively. If you invest in
the stock market in the long run and returns are independent and
identically distributed across years, what would be the average
growth rate of your wealth ? Use Matlab if possible, thanks!