Question
8) Return data for mutual fund XYZ, the S&P 500, and 90-day T-Bills can be found in the attached Excel file Download attached Excel file.
8) Return data for mutual fund XYZ, the S&P 500, and 90-day T-Bills can be found in the attached Excel file Download attached Excel file.
a) Plot the risk premium of Fund XYZ vs. the market premium
b) What is Fund XYZ's beta?Hint: use the "slope function" in Excel.
c) What is Fund XYZ's alpha? Hint: use the "intercept function" in Excel.
Please show me the calculation/ computation in excel calculator for the risk premium of Fund XYZ vs. the market premium.
Also show me the step for creating the regression and scatter plot when creating the graph to show the risk premium of Fund XYZ vs. the market premium.
AutoSave O OFF A A 9 . C ... Module 6 - Homework Comments E Share Page Layout Formulas Data Review View Automate Tell me Home Insert Draw Calibri (Body) 12 A A de Wrap Text Percentage Insert Delete Format Sort & Find & Analyze Sensitivity Conditional Format Cell Filter BIU DVAv Merge & Center $ ~ % 9 DV Data Paste Formatting as Table Styles Select C23 X fx =PRODUCT(1+C3:C22)^(1/COUNT(C3:C22))-1 P Q R S U G H 1 K L M N 0 A Yea Fund XYZ S&P 500 90d T-Bills 2000 19.40% 13.409 1.10% 2001 39.709 29.70% 1.30% 2002 17.009 17.00% 1.50% 2003 29.609 1.609 1.90% 2004 -10.40% -4.40% 2.00% 2005 23.10% 22.109 1.60% 2006 24.00% 18.00% 1.90% 10 2007 -1.20% 0.80% 1.20% 11 2008 26.80% -17.80% 1.60% 12 2009 -3.00% -5.00% 1.00% 13 2010 -24.00% -17.00% 1.10% 14 2011 32.70% 22.70% 1.10% 15 2012 29.20% 21.20% 1.20% 16 2013 10.60% 3.60% 1.70% 17 2014 -23.10% 20.109 1.50% 18 2015 16.10% 11.10% 1.00% 19 2016 7.80% 12.80% 1.90% 20 2017 23.609 15.60 1.20% 21 2018 37.80% 27.809 1.30% 22 2019 9.60% 13.60% 1.70% 23 Total Return (p.a) 3.20% 4.14% 1.44% 24 25 26 27 28 Sheet1 + Q J - 100% Ready 1 Accessibility: Good to goStep by Step Solution
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