use Table 5.3, Rates of return, 1926-2013 for this question:

Can someone assist me by showing me how to calculate subperiod means and standard deviations for small stocks as

Table 5.4 of the text provides for large stocks.

TABLE 5.3 Statistics for asset-class index portfolios, 1926-2013 (annual rates in U.S. dollars, %) World Markets U.S. Markets Large Government Small Large Stocks U.S. Long-Term Bonds Stocks Stocks Treasuries A. Total Returns (%) Geometric average 8.24 5.37 11.82 9.88 5.07 Lowest return -39.94 (1931) -13.50 (1946) -54.27 (1937) -45.56 (1931) -13.82 (2009) Highest return 70.81 (1933) 34.12 (1985) 159.05 (1933) 54.56 (1933) 32.68 (1985) B. Risk (Measured Using Excess Returns) Standard deviation 18.89 8.44 37.29 20.52 8.01 Value at risk (VaR) 5% -25.88 -10.67 -48.33 -31.96 -11.51 C. Deviation from Normality* VaR assuming normality -22.54 -10.43 -36.96 -23.51 - 10.23 Actual VaR minus normal -3.34 -0.24 -11.37 -8.46 - 1.28 Skew -0.09 0.68 0.83 -0.31 0.39 Kurtosis 1.08 1.39 1.97 -0.05 0.53 D. Returns In Excess of One-Month T-Bill Rates Average excess return 6.32 2.16 13.94 8.34 1.83 Standard error 2.01 0.90 3.97 2.19 0.85 E. Sharpe Ratios for 1926-2013 and Three Subperiods Entire period 0.33 0.26 0.37 0.41 0.23 1926-1955 0.43 0.22 0.40 0.46 0.59 1956-1985 0.19 0.05 0.38 0.28 -0.11 1986-2013 0.35 0.52 0.37 0.48 0.41 F. Correlations of Excess Returns With inflation -0.13 -0.27 -0.02 -0.06 -0.17 With T-bill rates -0.25 -0.16 -0.22 -0.17 -0.12TABLE 5.4 Excess return statistics for the S&P 500 Excess Return (%) Average Std Dev Sharpe Ratio 5% VaR 1926-2013 8.34 20.23 0.41 -25.88 1926-1955 11.67 25.40 0.46 1956-1985 5.01 17.58 0.28 NA 1986-2013 8.33 17.73 0.47 NA