Question
In: Finance
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute...
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Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places.
R2: Alpha: % Beta: Average return difference (with signs): % Average return difference (without signs) % |
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Solutions
jeff jeffy answered 1 year agoRelated Solutions
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute...
Given the monthly returns that follow, find the
R2, alpha, and beta of the portfolio. Compute
the average return differential with and without sign. Do not round
intermediate calculations. Round your answers to two decimal
places.
Month
Portfolio Return
S&P 500 Return
January
6.0
%
6.3
%
February
-2.6
-3.3
March
-1.5
-1.3
April
2.3
1.7
May
0.7
-0.1
June
-0.9
-0.3
July
0.5
0.8
August
1.5
1.8
September
-0.4
0.2
October
-3.0
-3.5
November
2.9
2.4
December
0.4
-0.1...
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute...
Given the monthly returns that follow, find the R2, alpha, and
beta of the portfolio. Compute the average return differential with
and without sign. Do not round intermediate calculations. Round
your answers to two decimal places. Month Portfolio Return S&P
500 Return January 5.8 % 6.0 % February -2.4 -3.3 March -1.9 -1.3
April 2.4 1.6 May 0.5 0.2 June -1.0 -0.6 July 0.2 0.4 August 1.4
1.9 September -0.5 -0.3 October -3.5 -3.8 November 2.5 1.9 December
0.4 0.0...
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute...
Given the monthly returns that follow, find the R2, alpha, and
beta of the portfolio. Compute the average return differential with
and without sign. Do not round intermediate calculations. Round
your answers to two decimal places. Month Portfolio Return S&P
500 Return January 5.3 % 5.5 % February -2.4 -2.9 March -1.8 -1.1
April 2.5 2.0 May 0.9 0.5 June -1.1 -0.5 July 0.2 0.4 August 1.3
1.7 September -0.8 -0.1 October -3.2 -3.8 November 2.8 2.3 December
0.8 0.3...
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio.
Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places.R2: Alpha: %Beta: Average return difference (with signs): %Average return difference (without signs) %
Given the monthly returns that follow: Month Portfolio Return S&P 500 Return Jan. 5.5.% 5.8% Feb....
Given the monthly returns that follow:
Month
Portfolio Return
S&P 500 Return
Jan.
5.5.%
5.8%
Feb.
-2.4
-3.3
March
-1.8
-1.5
April
2.7
2.0
May
0.7
-0.1
June
-0.9
-0.4
July
0.1
0.5
August
1.5
2.0
September
-0.8
-0.6
October
-3.2
-3.7
November
2.4
1.6
December
0.6
0.1
Calculate R2:
Alpha: %
Beta:
Average return difference (with signs): %
Average return difference (without signs) %
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Below you can find the comparative financial statements of “Alpha – Beta” company in € for...
Below you can find the comparative financial statements of
“Alpha – Beta” company
in € for years 2017 and 2018:
Comparative Balance Sheet of “Alpha- Beta”
Assets
2018
2017
Liabilities &
Stockholders’ Equity
2018
2017
Fixed Assets
Property, Plant and
Equipment
Accumulated
depreciation
Net Property, Plant and
Equipment
Other Assets
Total Fixed Assets
Current Assets
Cash and Cash
Equivalents
Accounts receivables
Inventory
Prepaid Expenses
Total Current Assets
Total Assets
3,250,000
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2,825,000
725,000
3,550,000
300,000
900,000
1,100,000
100,000
2,400,000
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for tic-tac-toe (see
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Requirements
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