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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

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?

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).              
Year S&P 500 Small Stocks Corp Bonds World Portfolio Treasury Bills CPI  
1929 -0.08906 -0.43081 0.04320 -0.07692 0.04471 0.00585  
1930 -0.25256 -0.44698 0.06343 -0.22574 0.02266 -0.06395  
1931 -0.43861 -0.54676 -0.02380 -0.39305 0.01153 -0.09317  
1932 -0.08854 -0.00471 0.12199 0.03030 0.00882 -0.10274  
1933 0.52880 2.16138 0.05255 0.66449 0.00516 0.00763  
1934 -0.02341 0.57195 0.09728 0.02552 0.00265 0.01515  
1935 0.47221 0.69112 0.06860 0.22782 0.00171 0.02985  
1936 0.32796 0.70023 0.06219 0.19283 0.00173 0.01449  
1937 -0.35258 -0.56131 0.02546 -0.16950 0.00267 0.02857  
1938 0.33204 0.08928 0.04357 0.05614 0.00060 -0.02778  
1939 -0.00914 0.04327 0.04247 -0.01441 0.00042 0.00000  
1940 -0.10078 -0.28063 0.04512 0.03528 0.00037 0.00714

Apr 30 2020 View more View Less

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