Question: Download the data from the following data table a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression).


Download the data from the following data table a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? a. Compute the average return for each of the assets from 1929 to 1940 (the Great Depression). The average return for the S&P 500 was The average return for the Small Stocks was (Round to five decimal places.) (Round to five decimal places.) (Round to five decimal places.) The average return for the Corp Bonds was The average return for the World Portfolio was (Round to five decimal places.) The average return for the Treasury Bills was (Round to five decimal places.) The average for the CPI was (Round to five decimal places.) b. Compute the variance and standard deviation for each of the assets from 1929 to 1940. (Round to five decimal places.) The variance for the S&P 500 was The variance for the Small Stocks was The variance for the Corp Bonds was The variance for the World Portfolio was The variance for the Treasury Bills was (Round to five decimal places.) (Round to five decimal places.) (Round to five decimal places.) (Round to five decimal places.) The variance for the CPI was (Round to five decimal places.) (Round to five decimal places.) (Round to five decimal places.) The variance for the World Portfolio was The variance for the Treasury Bills was The variance for the CPI was [ (Round to five decimal places.) The standard deviation for the S&P 500 was The standard deviation for the Small Stocks was [ (Round to five decimal places.) The standard deviation for the Corp Bonds was (Round to five decimal places.) The standard deviation for the World Portfolio was (Round to five decimal places.) The standard deviation for the Treasury Bills was [ (Round to five decimal places.) The standard deviation for the CPI was [ (Round to five decimal places.) c. Which asset was riskiest during the Great Depression? How does that fit with your intuition? (Select the best choice below.) A. The riskiest assets were the stocks in the S&P 500. Intuition tells us that large companies should be the riskiest. B. The riskiest assets were the Treasury Bills. Intuition tells us that government securities would be the riskiest. C. The riskiest assets were the small stocks. Intuition tells us that smaller companies should be riskiest. D. The riskiest assets were the corporate bonds. Intuition tells us that company debt should be riskiest. (Round to five decimal places.) Data table Click on the Icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet. Yearly returns from 1929-1940 for the S&P 500, small stocks, corporate bonds, world portfolio, Treasury bills, and inflation (as measured by the CPI). Year S&P 500 Corp Bonds World Portfolio Treasury Bills CPI Small Stocks -0.43081 1929 1930 -0.44698 1931 -0.54676 1932 -0.00471 1933 2.16138 1934 0.57195 1935 0.69112 1936 0.70023 1937 -0.56131 1938 0.08928 1939 0.04327 1940 -0.28063 -0.08906 -0.25256 -0.43861 -0.08854 0.52880 -0.02341 0.47221 0.32796 -0.35258 0.33204 -0.00914 -0.10078 0.04320 0.06343 -0.02380 0.12199 0.05255 0.09728 0.06860 0.06219 0.02546 0.04357 0.04247 0.04512 -0.07692 -0.22574 -0.39305 0.03030 0.66449 0.02552 0.22782 0.19283 -0.16950 0.05614 -0.01441 0.03528 0.04471 0.02266 0.01153 0.00882 0.00516 0.00265 0.00171 0.00173 0.00267 0.00060 0.00042 0.00037 0.00585 -0.06395 -0.09317 -0.10274 0.00763 0.01515 0.02985 0.01449 0.02857 -0.02778 0.00000 0.00714
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