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Given the data here, a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format.

Given the data here, a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format.

Practical Management Science
Practical Management Science
6th Edition
ISBN:9781337406659
Author:WINSTON, Wayne L.
Publisher:WINSTON, Wayne L.
Chapter2: Introduction To Spreadsheet Modeling
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Using the table below please compute for (a) and (b)
Given the data here, E a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format.
Transcribed Image Text:Given the data here, E a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format.
A B D E F 1 Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio, Treasury bills, and inflation (as measured by the CPI). 2 Year S&P 500 Small Stocks Corp Bonds World Portfolio Treasury Bills -0.08907 -0.25257 CPI 3 1929 -0.50467 0.04321 -0.07692 0.04737 0.00746 4 1930 -0.45583 0.06343 -0.22574 0.02347 -0.0642 -0.50216 0.08696 -0.39305 0.0303 1931 -0.43858 -0.0238 0.01023 -0.09235 6. 1932 -0.08861 0.52895 0.12198 0.00806 -0.10465 7 0.00974 0.01286 1933 1.872 0.05255 0.66449 0.00293 1934 -0.02341 0.25209 0.09728 0.02552 0.00155 9 1935 0.47208 0.64739 0.0686 0.22782 0.00165 0.03175 10 1936 0.32801 0.87508 0.01231 0.0304 0.0622 0.19283 0.00175 1937 1938 11 -0.35258 -0.53403 0.02546 -0.1695 0.00319 12 0.33199 0.26275 0.04357 0.05614 0.00041 -0.0295 13 0.00184 -0.1234 1939 -0.0091 0.04247 -0.01441 0.00008 14 1940 -0.10082 0.04512 0.03528 -0.00058 0.00912 15
Transcribed Image Text:A B D E F 1 Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio, Treasury bills, and inflation (as measured by the CPI). 2 Year S&P 500 Small Stocks Corp Bonds World Portfolio Treasury Bills -0.08907 -0.25257 CPI 3 1929 -0.50467 0.04321 -0.07692 0.04737 0.00746 4 1930 -0.45583 0.06343 -0.22574 0.02347 -0.0642 -0.50216 0.08696 -0.39305 0.0303 1931 -0.43858 -0.0238 0.01023 -0.09235 6. 1932 -0.08861 0.52895 0.12198 0.00806 -0.10465 7 0.00974 0.01286 1933 1.872 0.05255 0.66449 0.00293 1934 -0.02341 0.25209 0.09728 0.02552 0.00155 9 1935 0.47208 0.64739 0.0686 0.22782 0.00165 0.03175 10 1936 0.32801 0.87508 0.01231 0.0304 0.0622 0.19283 0.00175 1937 1938 11 -0.35258 -0.53403 0.02546 -0.1695 0.00319 12 0.33199 0.26275 0.04357 0.05614 0.00041 -0.0295 13 0.00184 -0.1234 1939 -0.0091 0.04247 -0.01441 0.00008 14 1940 -0.10082 0.04512 0.03528 -0.00058 0.00912 15
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