Question: Calculate the time-series average returns and standard deviations to the size premiums across the six regions/countries. You should also consider the reward to risk ratios

Calculate the time-series average returns and standard deviations to the size premiums across the six regions/countries. You should also consider the reward to risk ratios calculated as premium divided by standard deviation. Over the sample period and regions/countries considered, do you think that size matters in investment strategy?

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