Compute the average ret differential with and without sign

Assignment Help Finance Basics
Reference no: EM131426391

1. Given the monthly returns that follow, how well did the passive portfolio track the S&h 500 benchmark? Find the R alpha, and beta of the portfolio. Compute the average ret differential with and without sign. S&P 500 Return Portfolio Return Month 5.2% 5.0% January 3.0 2.3 February 1.6 1.8 March 1.9 2.2 April 0.1 0.4 May 0.5 0.8 June 0.2 0.0 July 1.6 1.5 August -0.1 0.3 September 4.0 3.7 October 2.0 2.4 November 0.2 0.3 December

Reference no: EM131426391

Questions Cloud

What is the opportunity cost of capital : What factors have the Barmores considered regarding the project's cash flows?
Major components of the pregnancy discrimination act : What advice would you give to Skyline Prep's Headmaster, Doris Jones? How would you advise her to proceed? Explain the major components of both the Pregnancy Discrimination Act (PDA) and Family Medical Leave Act (FMLA). Discuss whether or not Davis i..
What is the mean number of winning bottles selected : What is the probability of selecting no winning bottles?- What is the probability of selecting both winning bottles?- What is the mean number of winning bottles selected?
What are some costs imposed on stakeholders : What are some costs imposed on stakeholders (individuals, firms, and public-at-large) in terms of widespread infrastructure deprivation in terms of (a) worker productivity, (b) public health, and (c) health care?
Compute the average ret differential with and without sign : Compute the average ret differential with and without sign. S&P 500 Return Portfolio Return Month 5.2% 5.0% January 3.0 2.3 February 1.6 1.8 March 1.9 2.2 April 0.1 0.4 May 0.5 0.8 June 0.2 0.0 July 1.6 1.5 August -0.1 0.3 September 4.0 3.7 Octobe..
Important for managers to be aware of that environment : 1. Identify one typical local business in your community (e.g. fast food, computer retail, or bank) and describe fully the environment that this local business might face, and then explain why it is important for managers to be aware of that envir..
Describe the teaching experience and discuss observations : Describe the Teaching Experience and discuss your observations. The written portion of this assignment should include:Summary of Teaching Plan,Epidemiological rationale for topic,Evaluation of teaching experience,Community response to teaching,Areas ..
Difference between vision statement and mission statement : Describe the difference between a vision statement and a mission statement. What is the purpose of each statement? Provide an example of a strong vision and mission statement used by an organization today. What qualities do these have that make th..
Fema qualification system : 1. Qualification and certification within the FEMA Qualification System (FQS) is established through:

Reviews

Write a Review

 

Finance Basics Questions & Answers

  What is the cost of preferred stock

What is the cost of preferred stock that pays a 12% dividend and sells at par if the firm's tax rate is 35%? Hint: assume preferred stock price is $1,000 and dividend is $120.

  Determine the countrys gdp in terms

Assume the GDP increases to 55 billion yen for this year, while the dollar value of one yen is now $0.01. Determine the country's GDP in terms of U.S. dollars for this year.

  Today is your birthday and you are now 37 you are planning

today is your birthday and you are now 37 you are planning your retirement and have decided that you can save 8000.00

  Computation the payback period for a project

Computation the payback period for a project has the following costs and benefits

  Company x is 60 debt-financed and the expected return on

company x is 60 debt-financed and the expected return on its debt is 6. its equity beta is 2. risk-free rate of return

  What is the optimal pricing strategy for fingame 5.0

What is the Optimal pricing strategy for Fingame 5.0?

  Analyzes the effects of culture on business communication

Analyzes the effects of culture on business communication

  Capm using the capm show that the ratio of the risk

capm using the capm show that the ratio of the risk premiums on two assets is equal to the ratio of their

  If the appropriate interest rate is 518 percent what is the

trigen corp. management will invest cash flows of 683314 220713 686864 818400 1239644 and 1617848 in research and

  Undertaking arbitrage activity

Explain how an individual would profit from financial arbitrage in this situation. Calculate the % return the individual would earn from undertaking arbitrage activity.

  How much will her employer put into her account this year

If her employer matches contributions on the first 5% of her salary dollar for dollar and the second 5% 50 cents on the dollar, how much will her employer put into her account this year?

  Calculate the net present value (npv)

Calculate the net present value (NPV), Indicate whether to accept or reject the machine, and Explain your decision.

Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd