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Calculate the nominal (i.e. arithmetic mean) returns and betas for each of the four funds in your data file. Use the S&P 500 and 30-day
- Calculate the nominal (i.e. arithmetic mean) returns and betas for each of the four funds in your data file. Use the S&P 500 and 30-day T-bill as proxies for the market (M) and RFR, respectively. (2 points eachplease enter your answers where indicated in percents, rounded to two decimals.)
- The nominal average risk-free rate is:
- The nominal average return on the market portfolio E[Rm] is:
- The nominal average rate of inflation over the period is:
- The real risk-free rate of return is:
- The real E[Rm] is:
- The nominal average risk-free rate is:
- The nominal average return on the market portfolio E[Rm] is:
- The nominal average rate of inflation over the period is:
- The real risk-free rate of return is:
- The real E[Rm] is:
| Mututal Fund Returns | |||
| LG | LV | SG | SV |
| 7.49% | 9.12% | 28.20% | 0.67% |
| -12.28% | 6.67% | 14.76% | 23.98% |
| -22.02% | -12.18% | -17.82% | 4.90% |
| 32.90% | 23.32% | 47.90% | 79.43% |
| 11.95% | 10.74% | 14.47% | 20.12% |
| 14.23% | 4.94% | 0.33% | 4.08% |
| 10.94% | 16.24% | 15.81% | 11.48% |
| 10.95% | 3.32% | 5.40% | -5.40% |
| -39.07% | -30.04% | -30.35% | -39.49% |
| 34.48% | 25.43% | 36.17% | 25.95% |
| 12.28% | 12.23% | 31.36% | 24.86% |
| -4.89% | 4.77% | 1.07% | -7.86% |
| 20.54% | 12.33% | 12.27% | 19.83% |
| 33.79% | 27.91% | 28.53% | 50.91% |
| 9.30% | 12.61% | 9.41% | 4.61% |
| 5.36% | -2.83% | -5.32% | -8.28% |
| 8.46% | 14.16% | 16.28% | 21.47% |
| 26.14% | 17.67% | 25.63% | 12.47% |
| -2.88% | -2.04% | -6.91% | -17.12% |
| 28.12% | 21.73% | 27.62% | 15.34% |
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Global Strategy
Authors: Mike W. Peng
5th Edition
0357512367, 978-0357512364
