- Suppose you invested $25 in each of the four assets (so you invested $100 in total) on January 1st, 1927. How much money would you have of each asset at the end of the sample period? How much will your total investment be worth at the end of the sample period?

(the return for any given month is the return you obtain for an investment made at the end of the previous month. That is, the January return is the return you would have obtained for an investment that started at the end of December 31st and ended on January 31st. We are assuming that investing in December 31st in the evening, or on the morning of January 1st, is the same thing.)

Date Asset 1 Asset 2 Asset 3 Asset 4 192701 -0.06 -0.56 4.83 0.25 192702 4.18 -0.1 3.17 0.26 192703 0.13 -1.6 -2.67 0.3 192704 0.46 0.43 0.6 0.25 192705 5.44 1.41 4.93 0.3 192706 -2.34 0.47 -1.53 0.26 192707 7.26 -3.23 -1.16 0.3 192708 1.97 -0.72 -3.69 0.28 192709 4.76 -3.57 -0.71 0.21 192710 -4.31 2.13 -4.33 0.25 192711 6.58 2.76 -0.31 0.21 192712 2.09 0.93 -1.06 0.22 192801 -0.68 4.25 -0.72 0.25 192802 -1.7 -2.03 -0.69 0.33 192803 8.81 -0.26 -1.2 0.29 192804 4.23 3.82 3.67 0.22 192805 1.52 2.98 -3.46 0.32 192806 -4.85 -3.5 -0.06 0.31 192807 0.62 -1.35 -0.47 0.32 192808 6.68 -2.07 -2.11 0.32 192809 2.88 2.33 0.99 0.27 192810 1.33 2.27 -2.26 0.41 192811 11.81 -1.81 2.8 0.38 192812 0.36 -0.85 -0.6 0.06 192901 4.66 -3.54 -1.21 0.34 192902 -0.34 -0.39 1.68 0.36 192903 -0.89 -4.74 1.61 0.34 192904 1.43 -1 0.6 0.36 192905 -6.39 -5.35 -1.4 0.44 192906 9.7 -2.17 -2.76 0.52 192907 4.46 -3.88 2.66 0.33 192908 8.18 -9.52 0.06 0.4 192909 -5.47 1.17 -0.63 0.35 192910 -20.12 -4.08 7.85 0.46 192911 -12.74 -1.9 5.33 0.37 192912 1.33 -4.33 -0.59 0.37