Data_analysis1 - Finance 367 Professor Bing Han Spring 2008...

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Finance 367 Professor Bing Han Spring 2008 Data Analysis #1 The data you need to do this problem set is contained in an Excel file named DataPS1.xls which contains the series of historical holding period returns in the text in Table 5.3 (for your convenience, the data is presented in DataPS.xls as well as the raw_data worksheet of Data_Analysis1_Answerkey.xls) 1. For each of the following indices: small stocks, large stocks, long term T-bonds, intermediate term T-bonds, and T-bills, have Excel calculate the following statistics for the 1926-2001 sample period: a) average holding period return (that is, the arithmetic average) b) the variance of the holding period return c) the standard deviation of the holding period return Report your results for this question by printing out a table with 5 columns (one for each of the five indices) and three rows, reporting the average return for the index in the first row, the standard deviation of the return on the index in the second row, and the variance of the return on the third row.
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