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(a) Please calculate the expected return for Undiscovered Managers Behavioral Value mutual fund. (b) Please calculate the standard deviation of returns Undiscovered Managers Behavioral Value
(a) Please calculate the expected return for Undiscovered Managers Behavioral Value mutual fund. (b) Please calculate the standard deviation of returns Undiscovered Managers Behavioral Value mutual fund. (c) Please calculate expected excess returns for Undiscovered Managers Behavioral Value mutual fund. (d) Please calculate Value at Risk (VaR) at the 5 and 1 percentiles for Undiscovered Managers Behavioral Value mutual fund. (e) Please calculate the kurtosis of returns for Undiscovered Managers Behavioral Value mutual fund. (f) Please calculate the skewness of returns for Undiscovered Managers Behavioral Value mutual fund. (g) Please calculate the Sharpe ratio for Undiscovered Managers Behavioral Value mutual fund. \begin{tabular}{|c|c|c|c|} \hline Undiscovered Managers Behavior Value & & 1 Year Treasury & Current T-bill \\ \hline Year & Annual Return & & \\ \hline 2022 & -1.18 & 2.8 & 5.4 \\ \hline 2021 & 34.34 & 0.1 & \\ \hline 2020 & 3.53 & 0.37 & \\ \hline 2019 & 23.2 & 2.05 & \\ \hline 2018 & -15.27 & 2.33 & \\ \hline 2017 & 13.43 & 1.2 & \\ \hline 2016 & 20.84 & 0.61 & \\ \hline 2015 & 3.43 & 0.32 & \\ \hline 2014 & 5.7 & 0.12 & \\ \hline 2013 & 37.64 & 0.13 & \\ \hline 2012 & 23.55 & 0.17 & \\ \hline 2011 & -1.53 & 0.18 & \\ \hline 2010 & 31.99 & 0.32 & \\ \hline 2009 & 41.53 & 0.47 & \\ \hline 2008 & -36.67 & 1.83 & \\ \hline 2007 & -8.64 & 4.53 & \\ \hline 2006 & 16.41 & 4.94 & \\ \hline 2005 & 7.04 & 3.62 & \\ \hline 2004 & 20.83 & 1.89 & \\ \hline 2003 & 62.37 & 1.24 & \\ \hline 2002 & -16.07 & 2 & \\ \hline 2001 & 12.87 & 3.49 & \\ \hline 2000 & 11.75 & 6.11 & \\ \hline 1999 & 33.11 & 5.08 & \\ \hline \end{tabular}
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