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Problem 12-8 Risk Premiums (LO2, 3] Suppose we have the following returns for large company stocks and Treasury bills over a six-year period: Large- Year

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Problem 12-8 Risk Premiums (LO2, 3] Suppose we have the following returns for large company stocks and Treasury bills over a six-year period: Large- Year US Treasury Company stocks bills 1 3.96% 6.56% 2 14.46 4.40 3 19.15 4.27 -14.53 7.31 5 -32.02 5.20 6 37.41 6.37 OWN- a. Calculate the arithmetic average returns for large-company stocks and T-bills over this period. (Do not round Intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of the returns for large-company stocks and T-bills over this period. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the average risk premium over this period? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g.. 32.16.) c-2. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the standard deviation of the risk premium over this w w ruiny vui yu wy nur this period. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. Calculate the standard deviation of the returns for large-company stocks and T-bills over this period. (Do not round intermediate calculations and enter your answers as a percent rounded to 2 decimal places, e.g., 32.16.) c-1. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the average risk premium over this period? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) c-2. Calculate the observed risk premium in each year for the large-company stocks versus the T-bills. What was the standard deviation of the risk premium over this period? (Do not round Intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) ces a. Large-company stocks a. T-bills b. Large-company stocks b. T-bills c-1. Average risk premium C-2. Standard deviation 3.96% 14.46% 19.15% -14.53% -32,02% 37.41%

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