Using the data from Problem 17, repeat your analysis over the 1990s. a. Which asset was riskiest?

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Using the data from Problem 17, repeat your analysis over the 1990s.

a. Which asset was riskiest?

b. Compare the standard deviations of the assets in the 1990s to their standard deviations in the Great Depression. Which had the greatest difference between the two periods?

c. If you only had information about the 1990s, what would you conclude about the relative risk of investing in small stocks?

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Corporate Finance

ISBN: 9780137845071

6th Edition

Authors: Jonathan Berk, Peter DeMarzo

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