Suppose that you want to use the 10 year historical average return on IBM to forecast the expected future return on IBM.The standard error of your estimate of the expect return is closest to:

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B) R_annual= 11ea7e5a_6e5a_9d28_9a0a_87e029ede3e5_TB1623_11 = 11ea7e5a_6e5a_c439_9a0a_e36203c3780b_TB1623_11 = 16.45% 11ea7e5a_6e5a_c43a_9a0a_49cbd868c298_TB1623_00 Variance = SUM of (R - R)²/ (T - 1) = 0.9907165 / 9 = 0.1100796 Standard deviation = 11ea7e5a_6e5a_c43b_9a0a_e7248991001f_TB1623_11 = 11ea7e5a_6e5a_c43c_9a0a_ed6dfd3a89e7_TB1623_11 = 0.3317825 Standard error = Standard Deviation / 11ea7e5a_6e5a_eb4d_9a0a_ff7794bee452_TB1623_11 = 0.3317825 / 11ea7e5a_6e5a_eb4e_9a0a_d91627deb0d3_TB1623_11 = .1049 or 10.49%

Suppose That You Want to Use the 10 Year Historical