Question 1     (1 mark)

The following annual returns were given. Calculate the mean, median and mode returns respectively.

A   3.40%; 2.00%; 2.00%

B      3.40%; 4.00%; no mode exists

C      17.00%; 4.00%; no mode exists

D   17.00%; 2.00%; 2.00%

Question 2     (1 mark)

Given the following sample data, find the sample standard deviation of returns for large cap stocks and small cap stocks.

Question 3     (1 mark)

Over the last three months a portfolio was recorded a rate of return of 8% in the first month,

10% in the second month and 7% in the third month. What is the geometric mean rate of return of this portfolio over the last three months?

A   9.25%

B   8.33%

C   8.24%

D  9.33%

Question 4     (1 mark)

An important numerical measure of the shape of a distribution is the A   correlation coefficient

B   variance C skewness D  median

Question 5     (1 mark)

Which of the following statements about a normal distribution is accurate? A   kurtosis and skewness are equal to 0

B      kurtosis and skewness are equal to 3

C      kurtosis is equal to 0 and skewness is equal to 3 D   kurtosis is equal to 3 and skewness is equal to 0