diff --git a/macro/macro_parameters.py b/macro/macro_parameters.py
index 00e6829..069853f 100644
--- a/macro/macro_parameters.py
+++ b/macro/macro_parameters.py
@@ -3,7 +3,7 @@
 
 ######################
 # Change Defaults    #
-######################
+# #####################
 
 sharkfin_portfolio = init_portfolio.copy()
 sharkfin_portfolio["cycles"] = 0  # 0 for infinite horizon
@@ -15,7 +15,7 @@
 
 ######################
 # Annual Parameters  #
-######################
+# #####################
 
 annual_params = sharkfin_portfolio.copy()
 annual_params["CRRA"] = 5
@@ -27,7 +27,7 @@
 
 ######################
 # Quarterly Parameters  #
-######################
+# #####################
 
 quarterly_params = annual_params.copy()
 quarterly_params["DiscFac"] = annual_params["DiscFac"] ** (1 / 4)
@@ -36,3 +36,36 @@
 quarterly_params["PermShkStd"] = list(np.asarray(annual_params["PermShkStd"]) / 2)
 quarterly_params["TranShkStd"] = list(4 * np.asarray(annual_params["TranShkStd"]))
 quarterly_params["aXtraMax"] = 4 * annual_params["aXtraMax"]
+
+###############################################################################
+# --- Computing the risky expectations from the dividend statistics
+
+from sharkfin.utilities import price_dividend_ratio_random_walk, lucas_expected_rate_of_return, ror_quarterly, sig_quarterly
+
+
+""
+def expected_quarterly_returns(dgr, dst):
+    # dgr - daily dividend growth rate
+    # dst - daily dividend standard deviation
+
+    pdr = price_dividend_ratio_random_walk(
+        quarterly_params["DiscFac"],
+        annual_params["CRRA"],
+        dgr,
+        dst,
+        60
+    )
+    
+    (ror, sig) = lucas_expected_rate_of_return(pdr, dgr, dst)
+    return ror_quarterly(ror, 60), sig_quarterly(sig, 60)
+
+
+
+""
+expected_quarterly_returns(1.0000882, 0.00258)
+
+""
+
+
+""
+