Data_Analysis1_Answerkey

Data_Analysis1_Answerkey - -60.00-40.00-20.00 0.00 20.00...

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Unformatted text preview: -60.00-40.00-20.00 0.00 20.00 40.00 60.00 80.00-10.00-5.00 0.00 5.00 10.00 15.00 20.00 25.00 30.00 35.00 Column D-60.00-40.00-20.00 0.00 20.00 40.00 60.00 80.00-100.00-50.00 0.00 50.00 100.00 150.00 200.00 250.00 Finance 367 Spring 2008: Answer Key to Data Analysis 1 Questions 1 and 2 Large Stock T-Bills Sample Period 1926-2001 1.a) Average HPR 18.2868 12.4891 5.5297 5.2962 3.8457 1.b) Variance 1,542.8677 411.2344 66.9542 40.0102 10.5935 1.c) Standard Deviation 39.2794 20.3023 8.1826 6.3254 3.2548 Sample Period 1950-2001 2.a) Average HPR 16.3508 13.9123 6.1690 6.3523 5.2162 2.b) Variance 819.3581 292.1397 90.4746 50.6985 8.5626 2.c) Standard Deviation 28.6244 17.0921 9.5118 7.1203 2.9262 Question 3 Question 4 Large Stock T-Bills Correlation Coefficient 0.7780 1.0000 0.1661 0.1251 -0.0423 Small Stocks Long-Term T- Bonds...
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This note was uploaded on 05/10/2008 for the course FIN 367 taught by Professor Han during the Spring '08 term at University of Texas.

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Data_Analysis1_Answerkey - -60.00-40.00-20.00 0.00 20.00...

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