* GPU(General Public Utilities) Data Set(Jan76-Jun80); data gpu; label r_m='Market Rate of Return' r_f='Risk-Free Rate of Return' gpu='Rate of Return for Gen. Public Utilities' r_gpu='Risk Premium for Gen. Public Utilities: r_gpu=gpu-r_f' r_mkt='Risk Premium for Market: r_mkt=r_m-r_f'; date r_m r_f gpu r_gpu r_mkt -------------------------------------------------------------- JAN76 0.156 0.00369 0.05412 0.05043 0.15231 FEB76 0.069 0.00369 -0.01429 -0.01798 0.06531 MAR76 0.010 0.00390 0.01449 0.01059 0.00610 APR76 -0.012 0.00383 -0.01886 -0.02269 -0.01583 MAY76 0.005 0.00415 -0.01493 -0.01908 0.00085 JUN76 0.016 0.00431 0.01515 0.01084 0.01169 JUL76 -0.017 0.00416 0.05493 0.05077 -0.02116 AUG76 -0.016 0.00389 0.05797 0.05408 -0.01989 SEP76 0.007 0.00412 0.04110 0.03698 0.00288 OCT76 -0.029 0.00386 -0.01737 -0.02123 -0.03286 NOV76 0.000 0.00355 0.00685 0.00330 -0.00355 DEC76 0.111 0.00345 0.06122 0.05777 0.10755 JAN77 0.015 0.00372 0.02154 0.01782 0.01128 FEB77 -0.012 0.00362 -0.05769 -0.06131 -0.01562 MAR77 0.008 0.00367 0.02041 0.01674 0.00433 APR77 0.004 0.00359 0.02240 0.01881 0.00041 MAY77 -0.005 0.00394 0.04000 0.03606 -0.00894 JUN77 0.070 0.00400 0.02564 0.02164 0.06600 JUL77 -0.002 0.00435 0.02824 0.02389 -0.00635 AUG77 -0.023 0.00445 0.02659 0.02214 -0.02745 SEP77 0.008 0.00476 0.02424 0.01948 0.00324 OCT77 -0.051 0.00473 -0.03243 -0.03716 -0.05573 NOV77 0.083 0.00450 0.04375 0.03925 0.07850 DEC77 0.039 0.00467 0.00000 -0.00467 0.03433 JAN78 -0.045 0.00487 -0.06874 -0.07361 -0.04987 FEB78 0.010 0.00494 0.01974 0.01480 0.00506 MAR78 0.050 0.00526 0.02581 0.02055 0.04474 APR78 0.063 0.00491 -0.00931 -0.01422 0.05809 MAY78 0.067 0.00513 -0.03247 -0.03760 0.06187 JUN78 0.007 0.00527 -0.00671 -0.01198 0.00173 JUL78 0.071 0.00528 0.04405 0.03877 0.06572 AUG78 0.079 0.00607 -0.04636 -0.05243 0.07293 SEP78 0.002 0.00645 0.03472 0.02827 -0.00445 OCT78 -0.189 0.00685 -0.07651 -0.08336 -0.19585 NOV78 0.084 0.00719 0.04478 0.03759 0.07681 DEC78 0.015 0.00690 0.00000 -0.00690 0.00810 JAN79 0.058 0.00761 0.05429 0.04668 0.05039 FEB79 0.011 0.00761 -0.05556 -0.06317 0.00339 MAR79 0.123 0.00769 -0.04412 -0.05181 0.11531 APR79 0.026 0.00764 -0.33077 -0.33841 0.01836 MAY79 0.014 0.00772 -0.17241 -0.18013 0.00628 JUN79 0.075 0.00715 0.15714 0.14999 0.06785 JUL79 -0.013 0.00728 -0.01235 -0.01963 -0.02028 AUG79 0.095 0.00789 0.00000 -0.00789 0.08711 SEP79 0.039 0.00802 -0.07692 -0.08494 0.03098 OCT79 -0.097 0.00913 -0.08333 -0.09246 -0.10613 NOV79 0.116 0.00819 0.00000 -0.00819 0.10781 DEC79 0.086 0.00747 0.07813 0.07066 0.07853 JAN80 0.124 0.00883 -0.05797 -0.06680 0.11517 FEB80 0.112 0.01073 -0.24615 -0.25688 0.10127 MAR80 -0.243 0.01181 -0.30612 -0.31793 -0.25481 APR80 0.080 0.00753 0.38235 0.37482 0.07247 MAY80 0.062 0.00630 0.06383 0.05753 0.05570 JUN80 0.086 0.00503 -0.06000 -0.06503 0.08097