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Using the Table 5.4 as your guide, what is your estimate of the expected annual...

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Finance

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Using the Table 5.4 as your guide, what is your estimate of the expected annual HPR on the S&P 500 stock portfolio if the current risk-free interest rate is 4.9%? (Round your answer to 2 decimal places.)

Expected annual HPR=

TABLE 5.4 Excess return statistics for the S&P 500 Excess Return (%) Average Sharpe Ratio Std Dev 5% VaR 1926-2010 7.97 20.70 39 -36.86 -53.43 1926-1955 11.67 25.40 46 -30.51 1956-1985 5.01 17.58 28 -42.28 1986-2010 7.19 40 17.83

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