Question
average T bill is 3.29% [AIM 5 year: fund is -3.25% index is -1.01% average t-bill is 3.29%] QUESTION: if you had invested in index
average T bill is 3.29% [AIM 5 year: fund is -3.25% index is -1.01% average t-bill is 3.29%] QUESTION: if you had invested in index units and t-bills over the last 3 years, then what pair of portfolio weights would have generated a portfolio on the SML vertically above/below AIM? a) xmkt=0.27; xt-bill=0.73 b) xmkt=0.47; xt-bill=0.53 c) xmkt=0.57; xt-bill=0.43 d) xmkt=0.67; xt-bill=0.33 e) xmkt=0.77; xt-bill=0.23
civc:fund standard deviation is 14.56, and beta is 0.84. index st. deviation is 16.35. and beta 1.00
AIM: fund standard deviation is 13.06, and beta is 0.77. index st. deviation is 16.35. and beta 1.00
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