bài làm chap 5

bài làm chap 5 - Rates of Return

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Unformatted text preview: Rates of Return 1926-2006 World Portfolio US Market Year T-Bills Inflation 1926 25.24 7.76-8.91 12.21 4.54 3.19-1.12 9.02 8.66 75.05 1927 23.15 9.68 35.21 35.99 8.11 3.13-2.26 32.86 32.44 1052.57 1928 28.62 2.38 51.20 39.29-0.93 3.54-1.16 35.75 35.74 1277.59 1929-12.56 3.41-47.85-7.66 4.41 4.74 0.58-12.40-11.21 125.59 1930-22.6 6.06-48.13-25.90 6.22 2.43-6.40-28.33-29.45 867.11 1931-39.94-12.22-52.85-45.56-5.31 1.09-9.32-46.65-49.11 2411.46 1932 1.46 18.41 8.85-9.14 11.89 0.95-10.27-10.09-12.69 160.95 1933 70.81 29.28 151.83 54.56 1.03 0.30 0.76 54.26 51.01 2602.36 1934 0.15 3.94 35.17-2.32 10.15 0.18 1.52-2.50-5.87 34.42 1935 22.44-1.54 72.28 45.67 4.98 0.14 2.99 total 31.92 8607.10 1936 18.84-0.46 76.00 33.55 6.52 0.18 1.45 1937-17.7-0.72-54.83-36.03 0.43 0.29 2.86 1938 6.21 0.32 15.15 29.42 5.25-0.04-2.78 average excess return = 3.55 1939-5.6-5.07-6.46-1.06 5.90 0.01 0.00 variance = 1075.89 1940 7.97 11.09-14.00-9.65 6.54-0.02 0.71 standard deviation = 32.80 1941 13.26 5.49-13.53-13....
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This note was uploaded on 01/16/2012 for the course ECON 101 taught by Professor Tom during the Spring '11 term at FH Joanneum.

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