$1.$ The following return series comes from Global Financial Data.

Year Large Stocks LT Gov Bonds US T$-$bills CPI

$($Rf asset$)($inflation$)$

$201721\mathrm{.}83\%6\mathrm{.}24\%0\mathrm{.}80\%2\mathrm{.}07\%$

$2018-5\mathrm{.}28\%-1\mathrm{.}25\%1\mathrm{.}81\%2\mathrm{.}10\%$

$201925\mathrm{.}45\%3\mathrm{.}35\%2\mathrm{.}15\%1\mathrm{.}10\%$

$202018\mathrm{.}16\%10\mathrm{.}25\%4\mathrm{.}50\%1\mathrm{.}88\%$

$202128\mathrm{.}70\%-1\mathrm{.}54\%0\mathrm{.}40\%7\mathrm{.}00\%$

$2022-19\mathrm{.}78\%-8\mathrm{.}55\%2\mathrm{.}20\%6\mathrm{.}50\%$

$2.$

$3.$ Calculate the average real return earned on large$-$company stocks using the approximate Fisher equation, Calculate the average risk premium earned on large$-$company stocks, and Calculate the average real risk premium earned on large$-$company stocks using the approximate Fisher equation $($Enter percentages as decimals and round to $4$ decimals$)$