|
Actual returns and Averages |
|||
|
year |
Large company stocks |
Long-Term Govt bonds |
Treasury bills |
|
1997 |
0.3336 |
0.1770 |
0.0519 |
|
1998 |
0.2858 |
0.1922 |
0.0486 |
|
1999 |
0.2104 |
-0.1276 |
0.0480 |
|
2000 |
-0.0910 |
0.2216 |
0.0598 |
|
2001 |
-0.1189 |
0.0530 |
0.0333 |
|
Average: |
|||
|
Deviations from Average Returns |
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|
year |
Large company stocks |
Long-Term Govt bonds |
Treasury bills |
|
1997 |
|||
|
1998 |
|||
|
1999 |
|||
|
2000 |
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|
2001 |
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|
Total: |
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|
Squared Deviations from Average Returns |
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|
year |
Large company stocks |
Long-Term Govt bonds |
Treasury bills |
|
1997 |
|||
|
1998 |
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|
1999 |
|||
|
2000 |
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|
2001 |
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|
totals |
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|
Variance: |
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|
SD : |
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| Actual Returns and Averages | |||||||
| Yr | Large Company stocks-X | Long Term Govt Bond-Y | Treasury Bills-Z | ||||
| 1997 | 0.3336 | 0.177 | 0.0519 | ||||
| 1998 | 0.2858 | 0.1922 | 0.0486 | ||||
| 1999 | 0.2104 | -0.1276 | 0.048 | ||||
| 2000 | -0.091 | 0.2216 | 0.0598 | ||||
| 2001 | -0.1189 | 0.053 | 0.0333 | ||||
| Sum | 0.6199 | 0.5162 | 0.2416 | ||||
| Average | 0.12398 | 0.10324 | 0.04832 | ||||
| X̅ | Y̅ | Z̅ | |||||
| Deviations from Average Returns | |||||||
| Yr | Large Company stocks-X | Long Term Govt Bond-Y | Treasury Bills-Z | X-X̅ | Y-Y̅ | Z-Z̅ | |
| 1997 | 0.3336 | 0.177 | 0.0519 | 0.20962 | 0.07376 | 0.1613 | |
| 1998 | 0.2858 | 0.1922 | 0.0486 | 0.16182 | 0.08896 | 0.1135 | |
| 1999 | 0.2104 | -0.1276 | 0.048 | 0.08642 | -0.23084 | -0.27916 | |
| 2000 | -0.091 | 0.2216 | 0.0598 | -0.21498 | 0.11836 | 0.07004 | |
| 2001 | -0.1189 | 0.053 | 0.0333 | -0.24288 | -0.05024 | -0.09856 | |
| Square Deviations from Average Returns | |||||||
| Yr | Large Company stocks-X | Long Term Govt Bond-Y | Treasury Bills-Z | (X-X̅)^2 | (Y-Y̅)^2 | (Z-Z̅)^2 | |
| 1997 | 0.3336 | 0.177 | 0.0519 | 0.0439405 | 0.0054405 | 0.0260177 | |
| 1998 | 0.2858 | 0.1922 | 0.0486 | 0.0261857 | 0.0079139 | 0.0128823 | |
| 1999 | 0.2104 | -0.1276 | 0.048 | 0.0074684 | 0.0532871 | 0.0779303 | |
| 2000 | -0.091 | 0.2216 | 0.0598 | 0.0462164 | 0.0140091 | 0.0049056 | |
| 2001 | -0.1189 | 0.053 | 0.0333 | 0.0589907 | 0.0025241 | 0.0097141 | |
| Total Variance | 0.1828018 | 0.0831747 | 0.1314499 | ||||
| SD | 0.4275532 | 0.2884002 | 0.3625602 | ||||
Actual returns and Averages year Large company stocks Long-Term Govt bonds Treasury bills 1997 0.3336 0.1770...
Historical average returns for Large Company Common Stocks, Long Term Government Bonds, and US Treasury Bills for the period 10-year period of 1999 through 2008 are shown in the following table. Use these data to solve the next several problems. Year Large Common Stock Long Term Government Bonds US Treasury Bills 1999 0.2104 -0.0751 0.0480 2000 -0.0910 0.1722 0.0598 2001 -0.1189 0.0551 0.0333 2002 -0.2210 0.1515 0.0161 2003 0.2889 0.0201 0.0094 2004 0.1088 0.0812 0.0114 2005 0.0491 0.0689 0.0279 2006 0.1579...
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Annual and Average Returns for Stocks, Bonds, and T-Bills, 1950 to 2015 Long-Term Treasury B onds 6.6% .0 1.6 5.7 13.5 Stocks 12.6% 9 28. 8.7 7.5 18.2 19.0 0.9 15.1 2.1 16. 32.4 13.7 1.4 1950 to 2015 Average 1950 to 1959 Average 1960 to 1969 Average 1970 to 1979 Average 1980 to 1989 Average 1990 to 1999 Average 2009 to 2009 Average 2010 Annual Return 2011 Annual Return 2012 Annual Return al Return 2013 Annual Return 2014 Annual...
Annual and Average Returns for Stocks, Bonds, and T-Bills, 1950 to 2015 Stoeks Longter Treasury Bonds 1-bills Average 12.60 4.400 2.00 th 1950 to 2015 1950 ta 1959 1960 to 1969 1970 to 1979 1980 to 1989 1990 to wa 1999 0.01 0.02 16.0 0.02 2000 to 2009 Annual 2010 Return Annual 2011 Return Annual Return Annual Return Annual 2014 Return annual 2015 Return 2010 to Average 2015 0.07 0.05 0.0€ You have a portfolio with an asset allocation of...
The following table shows the average nominal interest rates on six-month Treasury bills between 1997 and 2001, which determined the nominal interest rate that the U.S. government paid when it issued debt in those years. The table also shows the inflation rate for the years 1997 to 2001. (All rates are rounded to the nearest tenth of a percent.) YearNominal Interest Rate (Percent)Inflation Rate(Percent)19975.22.319984.91.619994.82.220005.93.420013.42.8Source: "Economic Report of the President (2007)," United States Government Printing Office, last modified February 1, 2007,...
Use the following table of returns from 1926 through 2017: Series Large stocks Small stocks Long-term corporate bonds Long-term government bonds U.S. Treasury bills Inflation Average return 12.1% 16.5 6.4 6.0 3.4 3.0 a. Determine the return on a portfolio that was equally invested in large-company stocks and long-term corporate bonds. (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b. What was the return on a portfolio that was...
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