Question: Download the spreadsheet from the enclosed link containing the data for Figure 11.1. a. Compute the average return for each of the assets from 1929

Download the spreadsheet from the enclosed link containing the data for Figure 11.1.
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 1929-1940.
c. Which asset was riskiest during the Great Depression? How does that fit with your intuition?
Asset Class S&P 500 Small Stocks Corp Bonds World Portfolio Treasury Bills
a. Average return 2.552% 16.283% 5.339% 2.940% 0.834%
b. Variance of returns 10.179% 54.114% 0.121% 6.968% 0.020%
Standard deviation of returns 31.904% 73.562% 3.480% 26.398% 1.400%
c. Riskiest Asset: Small Stocks
Highest Average Return: Small Stoks

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