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Geo mean extended
Hi,
I am trying to calculate a weighted avg. for some returns in a stock portfolio I have been using this expression =EXP(AVERAGE(IF(ISNUMBER(RPC),LN(1+RPC))))-1 to calculate the simple geo average. Could u help me extend the formula to allow for weighted geo means based on a collumn with various weights I have beside the actual percentage returns? -- Stephen |
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