North Central - Table 1

North Central - Table 1 - -12.00% 17.00% 27.00% 10.50%...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Economy Prob. T-Bills T-Bonds Compu Gold Food Index Comp-Gold Comp-Food _________ _____ _______ _______ _______ _______ ______ _______ _________ _________ Recession 0.10 5.0% 14.0% -24.00% 26.00% -6.00% -15.00% 1.00% -15.00% Below avg 0.20 5.0% 11.0% 6.00% 12.70% 6.00% -1.00% 9.35% 6.00% Average 0.40 5.0% 7.0% 17.00% -2.00% 12.00% 13.00% 7.50% 14.50% Above avg 0.20 5.0% 3.0% 33.00%
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: -12.00% 17.00% 27.00% 10.50% 25.00% Boom 0.10 5.0% 0.0% 48.00% -22.00% 32.00% 41.00% 13.00% 40.00% Expected return 5.0% 7.0% % -0.3% 12.0% 13.0% 8.4% 14.5% Variance 0.0 16.2 339.6 178.6 84.6 235.2 9.0 188.6 Std deviation 0.0% 4.0% % 13.4% 9.2% 15.3% 3.0% 13.7% Coef of var (CV) 0.0 0.6 1.1 -51.4 0.8 1.2 0.4 0.9 Beta coefficient 0.00 -0.26 1.22 -0.86 0.62 1.00 0.18 0.92...
View Full Document

Ask a homework question - tutors are online