* The Monthly Returns Data from the Center for Research in Security Prices; data returns; input date r_m r_f r_ibm r_wyr @@; label mkt='Risk Premium for Market' r_f='Risk-Free Rate of Return' ibm='Risk Premium for IBM' wyr='Risk Premium for Weyerhauser'; ---------------------------------------------------------------------- JAN78 -0.045 0.00487 -0.029 -0.116 FEB78 0.010 0.00494 -0.043 -0.135 MAR78 0.050 0.00526 -0.063 0.084 APR78 0.063 0.00491 0.130 0.144 MAY78 0.067 0.00513 -0.018 -0.031 JUN78 0.007 0.00527 -0.004 0.005 JUL78 0.071 0.00528 0.092 0.164 AUG78 0.079 0.00607 0.049 0.039 SEP78 0.002 0.00645 -0.051 -0.021 OCT78 -0.189 0.00685 -0.046 -0.090 NOV78 0.084 0.00719 0.031 -0.033 DEC78 0.015 0.00690 0.108 -0.034 JAN79 0.058 0.00761 0.034 0.203 FEB79 0.011 0.00761 -0.017 -0.038 MAR79 0.123 0.00769 0.052 0.097 APR79 0.026 0.00764 -0.004 -0.069 MAY79 0.014 0.00772 -0.022 -0.013 JUN79 0.075 0.00715 -0.035 0.053 JUL79 -0.013 0.00728 -0.049 0.000 AUG79 0.095 0.00789 0.016 0.165 SEP79 0.039 0.00802 -0.032 -0.015 OCT79 -0.097 0.00913 -0.079 -0.083 NOV79 0.116 0.00819 0.060 -0.065 DEC79 0.086 0.00747 -0.013 0.104 JAN80 0.124 0.00883 0.066 0.069 FEB80 0.112 0.01073 -0.062 0.033 MAR80 -0.243 0.01181 -0.122 -0.129 APR80 0.080 0.00753 -0.016 0.027 MAY80 0.062 0.00630 0.025 0.089 JUN80 0.086 0.00503 0.061 -0.026 JUL80 0.065 0.00602 0.111 0.140 AUG80 0.025 0.00731 0.017 -0.041 SEP80 0.015 0.00860 -0.021 -0.064 OCT80 0.006 0.00895 0.039 0.017 NOV80 0.092 0.01137 0.035 0.015 DEC80 -0.056 0.00977 -0.004 0.007 JAN81 -0.014 0.01092 -0.052 0.028 FEB81 -0.009 0.01096 0.011 0.025 MAR81 0.067 0.01025 -0.029 0.088 APR81 -0.008 0.01084 -0.060 -0.050 MAY81 0.064 0.01255 0.017 -0.031 JUN81 -0.003 0.01128 -0.015 0.021 JUL81 -0.033 0.01154 -0.030 -0.081 AUG81 -0.031 0.01169 -0.002 -0.061 SEP81 -0.164 0.01054 -0.018 -0.113 OCT81 0.062 0.01003 -0.048 -0.020 NOV81 0.069 0.00816 0.075 0.179 DEC81 -0.039 0.00740 0.044 -0.072 JAN82 -0.079 0.00949 0.119 -0.079 FEB82 -0.101 0.00946 -0.014 0.014 MAR82 -0.028 0.01067 -0.034 -0.009 APR82 0.041 0.00972 0.075 0.059 MAY82 0.003 0.00908 -0.029 -0.086 JUN82 -0.078 0.00914 -0.014 -0.015 JUL82 -0.006 0.00714 0.082 -0.012 AUG82 0.122 0.00503 0.087 0.221 SEP82 0.008 0.00563 0.041 -0.029 OCT82 0.136 0.00620 0.089 0.150 NOV82 0.049 0.00614 0.094 0.141 DEC82 0.014 0.00648 0.113 -0.040 JAN83 0.065 0.00646 0.027 0.023 FEB83 0.028 0.00599 0.010 0.065 MAR83 0.043 0.00686 0.028 -0.023 APR83 0.097 0.00652 0.150 0.091 MAY83 0.080 0.00649 -0.041 -0.067 JUN83 0.048 0.00673 0.081 -0.013 JUL83 -0.017 0.00714 0.001 -0.071 AUG83 -0.034 0.00668 0.001 -0.011 SEP83 0.000 0.00702 0.062 -0.033 OCT83 -0.082 0.00678 -0.001 -0.046 NOV83 0.066 0.00683 -0.066 0.151 DEC83 -0.012 0.00693 0.039 -0.069 JAN84 -0.029 0.00712 -0.065 -0.039 FEB84 -0.030 0.00672 -0.026 -0.093 MAR84 0.003 0.00763 0.034 0.094 APR84 -0.003 0.00741 -0.002 -0.088 MAY84 -0.058 0.00627 -0.044 -0.087 JUN84 0.005 0.00748 -0.019 0.019 JUL84 -0.058 0.00771 0.047 0.036 AUG84 0.146 0.00852 0.127 0.055 SEP84 0.000 0.00830 0.004 -0.069 OCT84 -0.035 0.00688 0.012 0.035 NOV84 -0.019 0.00602 -0.023 0.032 DEC84 -0.001 0.00612 0.011 0.026 JAN85 0.097 0.00606 0.108 0.084 FEB85 0.012 0.00586 -0.009 -0.016 MAR85 0.008 0.00650 -0.052 -0.081 APR85 -0.010 0.00601 -0.004 0.003 MAY85 0.019 0.00512 0.025 0.031 JUN85 -0.003 0.00536 -0.038 -0.004 JUL85 0.012 0.00562 0.062 0.020 AUG85 0.005 0.00545 -0.028 -0.013 SEP85 -0.055 0.00571 -0.022 -0.074 OCT85 0.026 0.00577 0.048 0.008 NOV85 0.059 0.00540 0.085 0.171 DEC85 0.013 0.00479 0.113 -0.004 JAN86 -0.009 0.00548 -0.026 0.072 FEB86 0.049 0.00523 0.003 0.123 MAR86 0.048 0.00508 0.004 0.051 APR86 -0.009 0.00444 0.031 -0.037 MAY86 0.049 0.00469 -0.018 0.010 JUN86 0.004 0.00478 -0.039 -0.061 JUL86 -0.076 0.00458 -0.096 -0.048 AUG86 0.049 0.00343 0.055 0.122 SEP86 -0.047 0.00416 -0.031 -0.058 OCT86 0.018 0.00418 -0.081 0.135 NOV86 0.000 0.00420 0.037 0.006 DEC86 -0.005 0.00382 -0.056 -0.041 JAN87 0.148 0.00454 . . FEB87 0.065 0.00437 . . MAR87 0.037 0.00423 . . APR87 -0.025 0.00207 . . MAY87 0.004 0.00438 . . JUN87 0.038 0.00402 . . JUL87 0.055 0.00455 . . AUG87 0.015 0.00460 . . SEP87 -0.015 0.00520 . . OCT87 -0.260 0.00358 . . NOV87 -0.070 0.00288 . . DEC87 0.073 0.00277 . .