Suppose we have the following returns for large$-$company stocks and Treasury bills over a six$-$year period:

$\backslash$table$[[$Year$,\backslash$table$[[$Large$-],[$Company$],[$stocks$]],\backslash$table$[[$US Treasury$],[$bills$]]],[1,3\mathrm{.}89\%,5\mathrm{.}81\%$

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? $($The average risk premium was $-0\mathrm{.}42\%)$