Question: Using the Table 5.4 as your guide, what is your estimate of the expected annual HPR on the S&P 500 stock portfolio if the current

Using the Table 5.4 as your guide, what is your estimate of the expected annual HPR on the S&P 500 stock portfolio if the current risk-free interest rate is 5.7%? (Round your answer to 2 decimal places.)

Expected annual HPR

TABLE 5.4 Excess return statistics for the S&P 500 Excess Return (%) Std Dev 20.70 25.40 17.58 17.83 Sharpe Ratio .39 46 .28 40 5% VaR 36.86 53.43 -30.51 -42.28 Average 1926-2010 1926-1955 1956-1985 1986-2010 7.97 11.67 5.01 7.19

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