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Calculate the expected return and standard deviation of the following. T.Bills, HT, Coll, USR, MP Economy Prob T.Bills HT Coll USR MP Recession 0.1 5.5%
Calculate the expected return and standard deviation of the following. T.Bills, HT, Coll, USR, MP
Economy | Prob | T.Bills | HT | Coll | USR | MP |
Recession | 0.1 | 5.5% | -27.0% | 27.0% | 6.0% | -17.0% |
Below Avg | 0.2 | 5.5% | -7.0% | 13.0% | -14.0% | -3.0% |
Average | 0.4 | 5.5% | 15.0% | 0.0% | 3.0% | 10.0% |
Above Avg | 0.2 | 5.5% | 30.0% | -11.0% | 41.0% | 25.0% |
Boom | 0.1 | 5.5% | 45.0% | -21.0% | 26.0% | 38.0% |
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