oblem $18-04$

nsider the following historical performance data for two different portfolios, the Standard and Poor's $500,$ and the $90-$day T$-$bill.

$\backslash$table$[[\backslash$table$[[$Investment$],[$Vehicle$]],\backslash$table$[[$Average Rate of$],[$Return$]],\backslash$table$[[$Standard$],[$Deviation$]],$Beta,$R^2$

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Problem $18-04$

Consider the following historical performance data for two different portfolios, the Standard and Poor's $500,$ and the $90-$day T$-$bill.

$\backslash$table$[[\backslash$table$[[$Investment$],[$Vehicle$]],\backslash$table$[[$Average Rate of$],[$Return$]],\backslash$table$[[$Standard$],[$Deviation$]],$Beta,$R^2$