Research Article
Optimal Geometric Mean Returns of Stocks and Their Options
Table 1
Optimal fractions and Geometric mean returns (discrete case).
| | | | |
| 0.70 | .4400 | .2000 | 1.1137 | 0.72 | .5573 | .2533 | 1.1223 | 0.74 | .6747 | .3067 | 1.1333 | 0.76 | .7920 | .3600 | 1.1466 | 0.78 | .9093 | .4133 | 1.1628 | 0.80 | 1.0267 | .4667 | 1.1819 |
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