Project description
For these problems use the spreadsheet containing the data used to answer questions.
1. Calculate the same sub period means and standard deviations for small stocks as calculated in the spreadsheet.Have small stocks provided better reward-to-volativlity (Sharpe ratios) than large stocks? Do small stocks show a similar higher standard deviation in the earliest sub period as for large stocks?
2. Convert nominal returns on both large and small stocks to real rates. Reproduce the spreadsheet using real rates in stead of excess returns. Compare the results to those on the spreadsheet
3. Repeat the previous problem fro small stocks and compare with the results for nominal rates.
Instruction files
chapter_5_year_by_year_returns.zip(158,74 KiB)
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