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(15.19) Annual returns on common small stocks available to investors vary a lot.

ID: 3160613 • Letter: #

Question

(15.19) Annual returns on common small stocks available to investors vary a lot. In a recent year, the mean return was 11.7% and the standard deviation of returns was 34.1%. The law of large numbers says that

a. if you invest in a large number of stocks chosen at random, your average return will have approximately a Normal distribution. b. as you invest in more and more stocks chosen at random, your average return on these stocks gets ever closer to 11.7%. c. you can get an average return higher than the mean 11.7% by investing in a large number of stocks.

Explanation / Answer

Annual returns on common small stocks available to investors vary a lot. In a recent year, the mean return was 11.7% and the standard deviation of returns was 34.1%. The law of large numbers says that

"b. as you invest in more and more stocks chosen at random, your average return on these stocks gets ever closer to 11.7%."