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1. (129) The risk-free rate, average retums, standard deviations, and botas for Fund A and the S&P 500 are provided. If we use the variance
1. (129) The risk-free rate, average retums, standard deviations, and botas for Fund A and the S&P 500 are provided. If we use the variance as a proxy of the total risk, the unsystematic risk can be obtained by subtracting the systematic risk from the total risk. Please fill the following 6 numbers for Fund A Fund A S&P 500 R 15.00% 12.00% 3.00% 30.00% 10.00% 0.8 10 Average STD Beta Alpha Correlation with S&P 500 Sharpe ratio M-square Treynor ratio Information ratio (2) Esseeg (0)
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Computational Techniques In Economics And Finance
Authors: Constantin Zopounidis
1st Edition
1613245580, 978-1613245583
