| average (mean) | Usually refers to the arithmetic mean (see also the geometric mean).
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| capital gains | The positive change in the value of an asset. A negative capital gain is a capital loss.
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| frequency distribution | The organization of data to show how often certain values or ranges of values occur.
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| holding-period return | The rate of return over a given period.
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| normal distribution | Symmetric bell-shaped frequency distribution that can be defined by its mean and standard deviation.
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| risk premium | The excess return on the risky asset that is the difference between expected return on risky assets and the return on risk-free assets.
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| standard deviation | The positive square root of the variance. This is the standard statistical measure of the spread of a sample.
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| variance of the probability distribution | The expected value of squared deviation from the expected return.
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