Consider the following returns for two investments, A and B, over the past four years: Investment 1: 3% 13% –3% 12% Investment 2: 12% 17% –12% 17% a-1. Calculate the mean for each investment. (Round your answers to 2 decimal places.) Mean Investment 1 % Investment 2 % a-2. Which investment provides the higher return? Investment 1 Investment 2 b-1. Calculate the standard deviation for each investment. (Round your answers to 2 decimal places.) Standard Deviation Investment 1 % Investment 2 % b-2. Which investment provides less risk? Investment 1 Investment 2 c-1. Given a risk-free rate of 1.2%, calculate the Sharpe ratio for each investment. (Do not round intermediate calculations. Round your answers to 2 decimal places.) Sharpe Ratio Investment 1 Investment 2 c-2. Which investment has performed better? Investment 2 Investment 1 rev: 02_15_2016_QC_CS- Calculate the 20th, 40th, and 70th percentiles for the following data set: (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 1 decimal place.) –383 –303 –307 –303 –315 –367 –286 Picture Click here for the Excel Data File 20th percentile 40th percentile 70th percentile Calculate the geometric mean return of the following data set: (Round your intermediate calculations to 4 decimal places and final answer to 2 decimal places.) –19% 20% –21% 18.7% 19.1% Geometric mean return % Calculate the geometric mean return of the following data set: (Round your intermediate calculations to 4 decimal places and final answer to 2 decimal places.) –19% 20% –21% 18.7% 19.1% Geometric mean return %