What is the standard deviation of us treasury bills

Assignment Help Finance Basics
Reference no: EM131793434

Question: Standard deviation. Calculate the standard deviation of U.S. Treasury? bills, long-term government? bonds, and? large-company stocks for 1987 to 1996 from Table. Which had the highest? variance? Which had the lowest? variance

Year

Three-Month U.S.Treasury Bills

Long-Term Government Bonds

Large Company Stocks

Small Company Stocks

1950

1.20%

-0.96%

32.68%

48.45%

1951

1.49%

-1.95%

23.47%

9.41%

1952

1.66%

1.93%

18.91%

6.36%

1953

1.82%

3.83%

-1.74%

-5.66%

1954

0.86%

4.88%

52.55%

65.13%

1955

1.57%

-1.34%

31.44%

21.84%

1956

2.46%

-5.12%

6.45%

3.82%

1957

3.14%

9.46%

-11.14%

-15.03%

1958

1.54%

-3.71%

43.78%

70.63%

1959

2.95%

-3.55%

12.95%

17.82%

1960

2.66%

13.78%

0.19%

-5.16%

1961

2.13%

0.19%

27.63%

30.48%

1962

2.72%

6.81%

-8.79%

-16.41%

1963

3.12%

-0.49%

22.63%

12.20%

1964

3.54%

4.51%

16.67%

18.75%

1965

3.94%

-0.27%

12.50%

37.67%

1966

4.77%

3.70%

-10.25%

-8.08%

1967

4.24%

-7.41%

24.11%

103.39%

1968

5.24%

-1.20%

11.00%

50.61%

1969

6.59%

-6.52%

-8.33%

-32.27%

1970

6.50%

12.69%

4.10%

-16.54%

1971

4.34%

17.47%

14.17%

18.44%

1972

3.81%

5.55%

19.14%

-0.62%

1973

6.91%

1.40%

-14.75%

-40.54%

1974

7.93%

5.53%

-26.40%

-29.74%

1975

5.80%

8.50%

37.26%

69.54%

1976

5.06%

11.07%

23.98%

54.81%

1977

5.10%

0.90%

-7.26%

22.02%

1978

7.15%

-4.16%

6.50%

22.29%

1979

10.45%

9.02%

18.77%

43.99%

1980

11.57%

13.17%

32.48%

35.34%

1981

14.95%

3.61%

-4.98%

7.79%

1982

10.71%

6.52%

22.09%

27.44%

1983

8.85%

-0.53%

22.37%

34.49%

1984

10.02%

15.29%

6.46%

-14.02%

1985

7.83%

32.68%

32.00%

28.21%

1986

6.18%

23.96%

18.40%

3.40%

1987

5.50%

-2.65%

5.34%

-13.95%

1988

6.44%

8.40%

16.86%

21.72%

1989

8.32%

19.49%

31.34%

8.37%

1990

7.86%

7.13%

-3.20%

-27.08%

1991

5.65%

18.39%

30.66%

50.24%

1992

3.54%

7.79%

7.71%

27.84%

1993

2.97%

15.48%

9.87%

20.30%

1994

3.91%

-7.18%

1.29%

-3.34%

1995

5.58%

31.67%

37.71%

33.21%

1996

5.50%

-0.81%

23.07%

16.50%

1997

5.32%

15.08%

33.17%

22.36%

1998

5.11%

13.52%

28.58%

-2.55%

1999

4.80%

-8.74%

21.04%

21.26%

50-year average

5.226%

5.936%

14.890%

17.103%

Standard Deviation

2.980%

9.493%

16.695%

29.043%

1. What is the standard deviation of U.S. Treasury bills for 1985 to 1994??

2. What is the standard deviation of? long-term government bonds for 1985 to 1994??

3. What is the standard deviation of? large-company stocks for 1985 to 1994??

4. Which investment had the highest variance from 1985 to 1994??

- Long-term government bond

- U.S. Treasury bills

- Large-company stocks

- Which investment had the lowest variance from 1985 to 1994??

- Long dash term government bond

- U.S. Treasury bills

- Large-company stocks

Reference no: EM131793434

Questions Cloud

What are the relevant tax issues : Vivian and her daughter Ivy have been working together in a spa called "Viva Bien". Vivian formed the business in 2001 as a sole proprietorship.
Prepare contribution format segmented income statements : Prepare contribution format segmented income statements for the total company broken down between sales territories.
What are forecasts for ford motor company in terms of profit : Based on the economic indicators studied in this module, what are your forecasts for Ford Motor Company in terms of profit, employment, and production?
Sales and operations planning problem : Consider the following sales and operations planning (aggregate planning) problem.
What is the standard deviation of us treasury bills : Standard deviation. Calculate the standard deviation of U.S. Treasury? bills, long-term government? bonds, and? large-company stocks for 1987 to 1996.
What can you as an emergency manager do to help individuals : What can you as an emergency manager do to help individuals within the community to begin psychological healing after such an event?
What challenges does daoism face in the modern world : How are Daoist ideals expressed through art? Offer several examples. What challenges does Daoism face in the modern world?
What will she pay on march : The loan is due March 9 2011. Using the exact interest. What will she pay on March 9, 2011
Find what is value of a stock that pays an annual dividend : Using a dividend discount model, what is the value of a stock that pays an annual dividend of $5 that is not expected to grow and the discount rate is 10%?

Reviews

Write a Review

Finance Basics Questions & Answers

  Financial reporting and analysis

Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..

  A report on financial accounting

This report is specific for a core understanding for Financial Accounting and its relevant factors.

  Describe the types of financial ratios

Describe the types of financial ratios and other financial performance measures that are used during venture's successful life cycle.

  Differences between sole proprietorship and corporation

Briefly describe the major differences between a sole proprietorship and a corporation

  Prepare a cash budget statement

Calculate the expected value of the apartment in 20 years' time. What is the mortgage loan repayment at the beginning of each month

  What are the implied interest rates

What are the implied interest rates in Europe and the U.S.?

  State pricing theory and no-arbitrage pricing theory

State pricing theory and no-arbitrage pricing theory

  Small business administration

Identify the likely stage for each venture and describe the type of financing each venture is likely to be seeking and identify potential sources for that financing.

  Effect of financial leverage

The Effect of Financial Leverage and working capital management

  Evaluate the basis for the payment to the lender

Evaluate the basis for the payment to the lender and basis for the payment to the company-counterparty.

  Importance of opps, ipps, mpfs and dmepos

Research and discuss the differences and importance of : OPPS, IPPS, MPFS and DMEPOS.

  Time value of money

Time Value of Money project

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd