Answer

Go the NYU Business library's Economic & Statistical Resources section and select WRDS. WRDS is a data platform that specializes in historical financial information.  Within WRDS,  select the data file CRSP.  You can then, choose a file, for example, Indices and pick your variables.

Also look at the book, Stocks, Bonds, Bills, and Inflation by Ibbotson Associates. It can be found shelved in the main collection of Bobst Library under the call number HG4915 .S76 (8th floor).