Question: 12. The cable below gives data on the monthly returns on the S&P 500 and small-cap stocks for the period January 1960 through December 1999

12. The cable below gives data on the monthly returns on

12. The cable below gives data on the monthly returns on the S&P 500 and small-cap stocks for the period January 1960 through December 1999 and provides statistics relating to their mean differences. Differences S&P 500 Small-Cap (S&P 500- Measure Return (9%) Stock Return (9%) Small-Cap Stock) January 1960-December 1999, 480 months Mean 1.0542 1.3117 -0.258 Standard deviation 4.2185 5.9570 3.752 January 1960-December 1979, 240 months Mean 0.6345 1.2741 -0.640 Standard deviation 4.0807 6.5829 4.096 January 1980-December 1999, 240 months Mean 1.4739 1.3492 0.125 Standard deviation 4.3197 5.2709 3.339

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