What is the expected rate of return on the big value fund

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Reference no: EM131835102

With a mean excess return of 11.67 and .83 market index and standard deviation of 24.62 and 18.64 market index (both annualized) what is the expected rate of return on the big value fund? The t-bill rate was determined to be 3.01 using the average annual rates of 2.45 inflation and .56 real t-bill. Chart shows: 1926-2016 mean excess return(annualized) market index0.83 big/value 11.67 Standard deviation(annualized) market index 18.64 big value fund 24.62.

Reference no: EM131835102

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