## ## okular ../../EBook/Investment_Science.djvu -p 242 & ## RoR = data.frame(month=1:24, percent_ror=c(1.0, 0.5, 4.2, -2.7, -2.0, 3.5, -3.1, 4.1, 1.7, 0.1, -2.4, 3.2, 4.2, 4.5, -2.5, 2.1, -1.7, 3.7, 3.2, -2.4, 2.7, 2.9, -1.9, 1.1)) print(RoR) ## Part (a-b): ## r_m = mean(RoR$percent_ror) r_yr = 12*r_m s_m = sd(RoR$percent_ror) s_yr = sqrt(12) * s_m print(c(r_m, r_yr)) print(c(s_m, s_yr)) ## Part (c): ## n = 24 print((sqrt(2) * s_yr^2)/sqrt(n-1)) ## Part (d): ## print(sqrt(23)/sqrt(103))