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At 8:44 AM -0700 12/23/02, Chris Evans wrote:
>.. a difficult prospect wants to me to calculate annualized standard
>dev. of returns when all I have are monthlies .. Is there a logical way
>to convert the latter to the former?
The annualized standard deviation is SQRT(12) times the standard deviation of monthly returns.
(The annualized variance is 12 times the variance of monthly returns and the standard deviation is the square root of the variance.)
Bob Fulks
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