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Compute the residual risk measure for portfolio B. Round off your final answer to three digits after the decimal point. Excess Returns over the risk
Compute the residual risk measure for portfolio B. Round off your final answer to three digits after the decimal point.
Excess Returns over the risk free rate | |||
Month | A | B | M |
1 | 5.63 | 3.86 | 3.25 |
2 | -2.86 | -0.10 | -7.36 |
3 | 8.56 | 3.58 | 4.32 |
4 | 13.18 | 38.14 | 15.46 |
5 | 10.83 | 13.93 | 8.76 |
6 | 11.43 | 40.13 | 15.41 |
7 | -1.61 | -7.79 | -5.10 |
8 | 7.61 | 1.88 | 3.79 |
9 | -5.67 | 1.90 | -14.22 |
10 | 9.81 | 13.14 | 7.54 |
11 | -1.96 | -4.63 | -2.08 |
12 | 2.83 | -0.72 | 2.46 |
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