Date Stock Price Dividend Return 1+Rt
Aug-94 $29.250 $0.000
Sep-94 $27.750 $0.000 -5.13% 0.949
Oct-94 $29.500 $0.260 7.24% 1.072
Nov-94 $27.125 $0.000 -8.05% 0.919
Dec-94 $27.875 $0.000 2.76% 1.028
Jan-95 $25.250 $0.260 -8.48% 0.915
Feb-95 $26.125 $0.000 3.47% 1.035
Mar-95 $26.875 $0.000 2.87% 1.029
Apr-95 $27.125 $0.310 2.08% 1.021
May-95 $29.250 $0.000 7.83% 1.078
Jun-95 $29.750 $0.000 1.71% 1.017
Jul-95 $29.000 $0.310 -1.48% 0.985
Aug-95 $30.750 $0.000 6.03% 1.060
Sep-95 $31.125 $0.000 1.22% 1.012
Oct-95 $28.750 $0.350 -6.51% 0.935
Nov-95 $28.250 $0.000 -1.74% 0.983
Dec-95 $28.875 $0.000 2.21% 1.022
Jan-96 $29.500 $0.350 3.38% 1.034
Feb-96 $31.250 $0.000 5.93% 1.059
Mar-96 $34.375 $0.000 10.00% 1.100
Apr-96 $35.875 $0.350 5.38% 1.054
May-96 $36.500 $0.000 1.74% 1.017
Jun-96 $32.375 $0.000 -11.30% 0.887
Jul-96 $32.375 $0.385 1.19% 1.012
Aug-96 $33.500 $0.000 3.47% 1.035
Sep-96 $31.250 $0.000 -6.72% 0.933
Oct-96 $31.250 $0.385 1.23% 1.012
Nov-96 $32.750 $0.000 4.80% 1.048
Dec-96 $32.250 $0.000 -1.53% 0.985
Jan-97 $32.125 $0.385 0.81% 1.008
Feb-97 $32.875 $0.000 2.33% 1.023
Mar-97 $31.375 $0.000 -4.56% 0.954
Apr-97 $34.750 $0.420 12.10% 1.121
May-97 $37.500 $0.000 7.91% 1.079
Jun-97 $38.000 $0.000 1.33% 1.013
Jul-97 $40.875 $0.420 8.67% 1.087
Aug-97 $43.000 $0.000 5.20% 1.052
Sep-97 $45.125 $0.000 4.94% 1.049
Oct-97 $43.688 $0.420 -2.25% 0.977
Nov-97 $43.000 $0.000 -1.57% 0.984
Dec-97 $48.563 $0.000 12.94% 1.129
Jan-98 $51.000 $0.420 5.88% 1.059
Feb-98 $56.563 $0.000 10.91% 1.109
Mar-98 $64.813 $0.000 14.59% 1.146
Apr-98 $45.813 $23.680 7.22% 1.072
May-98 $51.875 $0.000 13.23% 1.132
Jun-98 $59.000 $0.000 13.73% 1.137
Jul-98 $57.000 $0.420 -2.68% 0.973
Aug-98 $44.625 $0.000 -21.71% 0.783
a. Compute the average return for each of the assets from 1929 to 1940
b. Compute the variance and standard deviation for each of the assets from 1929 to 194
c. Which asset was riskiest during the Great Depression? How does that fit with your intuition?