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Standard Deviation; Large Stocks = 18.878, Long term T Bonds = 7.708, T-Bills = 2.195 The numbers in the table are in percentages Year 1997

image text in transcribedimage text in transcribedStandard Deviation; Large Stocks = 18.878, Long term T Bonds = 7.708, T-Bills = 2.195

The numbers in the table are in percentages

Year 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 Large Stock 31.33 24.27 24.89 -10.82 -11.00 -21.28 31.76 11.89 6.17 15.37 5.50 -36.92 29.15 17.80 1.01 16.07 35.18 11.37 -0.19 13.41 Long-Term T-Bonds 11.312 13.094 -8.4734 14.4891 4.0302 14.6641 1.2778 5.1862 3.1030 2.2713 9.6431 17.6664 -5.8278 7.4457 16.6015 3.5862 -6.9025 10.1512 1.0665 0.7039 T-Bills 5.26 4.86 4.68 5.89 3.78 1.63 1.02 1.20 2.96 4.79 4.67 1.47 0.10 0.12 0.04 0.06 0.03 0.02 0.01 0.19 c. Estimate the Sharpe ratio of large stocks and long-term T-bonds, respectively. (Round your answers to 2 decimal places.) % Stock Sharpe Ratio Bond Sharpe Ratio %

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