PART 2: VAlUATION, RISK AND RETURN
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mini case
ONlINE STUDY TOOlS
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to the results obtained above. (Hint: historical time
series data for the T-Bill Index can be obtained from
S&P (http://au.spindices.com/indices/fixed-income/sp-
bgcantor-us-treasury-bill-index), as can data for the S&P
- Data for the S&P 500 and Nasdaq indices can also
be obtained from Yahoo! Finance (http://au.finance.
yahoo.com). US CPI data can be obtained from the US
Bureau of Labor Statistics (http://www.bls.gov/cpi/)).
3 Conduct a similar analysis for the Australian share
market using the ASX All Ordinaries and S&P/ASX
200 Share Price Indices and the Consumer Price Index
(CPI). Compare these results with those for the US
market. Hint: Long, dated historical time series data
for Australian CPI can be sourced from the Australian
Bureau of Statistics website (http://www.abs.gov.au).
More recent data on the S&P/ASX 200 and CPI are
available from the Reserve Bank of Australia website
(http://www.rba.gov.au). Historical share price indices
data are available from the Australian Stock Exchange
website (http://www.asx.com.au) and Yahoo! Finance
(http://au.finance.yahoo.com).