Problem $2-08$

The following information is available concerning the historical risk and return relationships in the U$.$S$.$ capital markets:

U$.$S$.$ CAPITAL MARKETS TOTAL ANNUAL RETURNS, $1990-2015$

$\backslash$table$[[$Investment Category,$\backslash$table$[[$Arithmetic$],[$Mean$]],\backslash$table$[[$Geometric$],[$Mean$]],\backslash$table$[[$Standard Deviation of$],[$Returna$]]],[$Common stocks,$10\mathrm{.}60\%,8\mathrm{.}70\%,17\mathrm{.}2\%$