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Based on the data in the tables above, what is the Sharpe Ratio for AMZN? 0.1284 0.2631 0.4871 0.5247 Based on the data in the
Based on the data in the tables above, what is the Sharpe Ratio for AMZN?
0.1284
0.2631
0.4871
0.5247
Based on the data in the tables above, what is the Jehnsen Alpha for AMZN?
0.92%
0.28%
0.18%
-0.74%
Based on the data in the tables above, what is M2 for AMZN (Sharpe Ratio for S&P 500 is 0.41165)? 3.02%
3.08%
0.825%
0.401%
\begin{tabular}{|l|c|c|} \hline & R(S\&P 500) & AMZN \\ \hline Average & 2.59% & 4.36% \\ \hline Variance & 0.00085 & 0.00660 \\ \hline St. Dev. & 5.32% & 8.13% \\ \hline & & \\ \hline Intercept & & 0.0302 \\ \hline Beta & 1 & 1.6811 \\ \hline Var ( ei) & & 0.0042 \\ \hline St. Dev. (ei) & & 6.48% \\ \hline \end{tabular} Rf0.40%Step by Step Solution
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