Posted by **Michelle** on Wednesday, March 6, 2013 at 9:34am.

1. Suppose that the mean of the annual return for common stocks from 1950 to 2012 was 9.4%, and the standard deviation of the annual return was 17.5%. Suppose also that during the same 62-year time span, the mean of the annual return for long-term government bonds was 4.6%, and the standard deviation was 8.0%. The distributions of annual returns for both common stocks and long-term government bonds are bell-shaped and approximately symmetric in this scenario. Assume that these distributions are distributed as normal random variables with the means and standard deviations given previously.

- Business Statistics -
**Dr. Jane**, Wednesday, March 6, 2013 at 9:35am
I don't see a question.

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