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Average Std. Der Skewness Kurtosis Table 1: Current Financial Variables ACPI Real Rate ADJIA 1S&P500 23 191% 8.27% 6.35% 1.70% 138 30 94% 3221% -0.34
Average Std. Der Skewness Kurtosis Table 1: Current Financial Variables ACPI Real Rate ADJIA 1S&P500 23 191% 8.27% 6.35% 1.70% 138 30 94% 3221% -0.34 -0.95 -0.69 -0.71 1.02 ANASDAQ 17.41% 61 96% -0.62 0.66 Table 2: Current Interest Rates 3- Month Treasury 1-Year Treasury Average Std. Der Skerness Kurtosis 30-Year Treasury 63 0.73 032 -0.30 -001 2010 Table 3: Historic Treasury Vields 2011 2012 Maturity 3-Nouth 6-Nouth 1-Year 2-Year 3-Year 5-Year 10-Year 30-Year sees 568 394 6109 6140 819. 628 6899 to answer this question: Assuming that an investor must invest either in a single stock market index or else in Treasury bonds, which is the riskiest asset for her to choose? The DJIA portfolio. The S&P500 portfolio The NASDAQ portfolio. 1-vear Treasury bills. 30-year Treasury bonds
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