Suppose you invested $50 in Asset 1 and $ 50 in Asset 4 (with $0 invested elsewhere). Thereafter, every month you sell everything you own in assets 1 and 4, and then immediately buy again the same assets in equal amounts. What is the average annual return and annual standard deviation of your whole investment? How much will your investment be worth at the end of the sample period?

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