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Average Annual Rates Standard Deviation T-Bills Inflation Real T-Bill T-Bills Inflation Real T-Bill Full sample 3.38 2.40 0.46 3.12 4.00 3.76 19271951 0.95 1.79 0.47
| Average Annual Rates | Standard Deviation | ||||||||||||||||||||||||
| T-Bills | Inflation | Real T-Bill | T-Bills | Inflation | Real T-Bill | ||||||||||||||||||||
| Full sample | 3.38 | 2.40 | 0.46 | 3.12 | 4.00 | 3.76 | |||||||||||||||||||
| 19271951 | 0.95 | 1.79 | 0.47 | 1.24 | 6.04 | 6.33 | |||||||||||||||||||
| 19522018 | 4.26 | 3.46 | 0.81 | 3.13 | 2.89 | 2.12 | |||||||||||||||||||
| (1927-2018) | Market Index | Big/ Growth | Big/ Value | Small/ Growth | Small/ Value | ||||||||||||||
| Mean excess return (annualized) | 8.29 | 8.07 | 11.69 | 8.99 | 15.38 | ||||||||||||||
| Standard deviation (annualized) | 18.52 | 18.35 | 24.70 | 26.06 | 28.21 | ||||||||||||||
Suppose that the inflation rate is expected to be 2.40% in the near future using the data provided above, what would be your predictions for the following?
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Fundamentals Of Multinational Finance
Authors: Michael H. Moffett, Arthur I. Stonehill, David K. Eiteman
3rd Edition
0321541642, 9780321541642
