Question
a) I have uploaded monthly returns for a fund, along with returns for some indices and the risk free rate (BofAML 3-Month US Treasury Bill
a) I have uploaded monthly returns for a fund, along with returns for some indices and the risk free rate (BofAML 3-Month US Treasury Bill ) from July 2015 through Oct 2017 in the files sections (titled benchmark.csv) - use it for the following questions .
What is the arithmetic average monthly return of the fund?
b) What is the monthly CAPM Alpha of the fund, using the S&P 500 as the market?
c) What is the style adjusted average monthly return for the fund, using the S&P 500 as the benchmark?
d) What is the monthly Sharpe Ratio of the fund, expressed as a percentage? (for example, 0.453 should be entered as 45.3)
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