## (Solved) 1. For the ï¬ve portfolios of stocks and bonds, Tâ€”bills, and inï¬‚ation calculate the following: a. Find the arithmetic mean, variance, and...

1. For the ï¬ve portfolios of stocks and bonds, Tâ€”bills, and inï¬‚ation calculate the following: a. Find the arithmetic mean, variance, and standard deviation of monthly returns. Also, report the annualized mean, assuming monthly compounding, and the annualized standard deviation. b. Create a column graph of the average monthly returns, with labels. c. Use the monthly mean rate of inï¬‚ation to ï¬nd the monthly average real return for the ï¬ve portfolios of stocks and bonds, and for T-bills. d. Find the geometric mean monthly return for each of the ï¬ve portfolios of stocks and bonds. Which series shows the largest difference between the arithmetic and geometric mean return? Which series shows the smallest? Can you state why?
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