Analyzing stock market risk premiums over time

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Assume you are analyzing stock market risk premiums over time. Which one of these would be the computation to use to compute the standard error of those premiums?

Variance1/2

Variance/(Number of observations - 1)

Σ Deviations2

Σ Deviations2/(Number of observations - 1)

SD(R)/Number of observations1/2

Reference no: EM131045113

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