BA 411 Assignment #4

Click here to load the data file for assignment #4. The file is a self-extracting zipped file called BA411HW4.EXE. Save the file onto a diskette or your hard drive. Then execute the file (by clicking on its name in File Manager) to unpack the various data files. (A zipped version of the same file is also available if the EXE file gives you trouble.)

Here is some additional information on the variables in the WFAC.SF file:

EURO is the Eurodollar return, which is the interest rate on US dollars deposited in foreign banks. "Excess" returns on other investments in this data set are the differences between returns on those investments and the Eurodollar return. XSRET is the world excess return, which is the excess return on a portfolio of the most representative stocks from all countries. CURXS is the excess return on a portfolio of 10 major currencies, where the return is earned by exchanging dollars for another currency, earning interest at the short-term rate for that currency for a month, then exchanging back to dollars. OILXS is the excess return earned by buying and selling oil.

One more thing: DEVPC is the price-CASH ratio in each country file (sorry about the typo!)