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Year S&P 500 Small Stocks Corp Bonds World Portfolio CPI Treasury Bills 0.04737 1929 -0.50467 0.04321 0.00746 -0.08907 -0.25257 1930 0.02347 -0.06420 1931 -0.07692 -0.22574

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Year S&P 500 Small Stocks Corp Bonds World Portfolio CPI Treasury Bills 0.04737 1929 -0.50467 0.04321 0.00746 -0.08907 -0.25257 1930 0.02347 -0.06420 1931 -0.07692 -0.22574 -0.39305 0.03030 -0.45583 -0.50216 0.08696 -0.43858 0.06343 -0.02380 0.12198 -0.09235 1932 -0.08861 0.01023 0.00806 0.00293 -0.10465 1933 0.52895 1.87200 0.05255 0.66449 0.00974 1934 -0.02341 0.25209 0.00155 0.01286 0.09728 0.06860 0.02552 0.22782 1935 0.47208 0.64739 0.00165 0.03175 0.01231 1936 0.87508 0.06220 0.00175 0.32801 -0.35258 1937 -0.53403 0.00319 1938 0.33199 0.03040 -0.02950 0.02546 0.04357 0.04247 0.19283 -0.16950 0.05614 -0.01441 0.03528 0.00041 0.26275 0.00184 -0.12340 1939 -0.00910 0.00000 0.00008 -0.00058 1940 -0.10082 0.04512 0.00912 Given the data here, B. a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? Note: Notice that the answers for average return, variance and standard deviation must be entered in decimal format. a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). The average return for the S&P 500 was 0.02552 . (Round to five decimal places.) The average return for the small stocks was 0.15650. (Round to five decimal places.) The average return for the corporate bonds was 0.05351 . (Round to five decimal places.) The average return for the world portfolio was 0.02940. (Round to five decimal places.) The average return for the Treasury bills was 0.00834. (Round to five decimal places.) The average for the CPI was - 0.01476 . (Round to five decimal places.) b. Compute the standard deviation for each of the assets from 1929 to 1940. The standard deviation for the S&P 500 was (Round to four decimal places.)

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