Question
discuss the below table, you must explain (1) what R-Square and Beta measure, and (2) how they are different for each portfolio. Please explain clearly.
discuss the below table, you must explain (1) what R-Square and Beta measure, and (2) how they are different for each portfolio.
Please explain clearly.
| Obs | Portfolio | R-Square | Beta |
| 1 | PORT05 | 0.7598 | 1.13599 |
| 2 | PORT10 | 0.7527 | 1.21345 |
| 3 | PORT30 | 0.8633 | 1.13248 |
| 4 | PORT50 | 0.8991 | 1.14703 |
| 5 | PORTmkt | 1.0000 | 1.00000 |
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Principles Of Econometrics
Authors: R Carter Hill, William E Griffiths, Guay C Lim
5th Edition
1118452275, 9781118452271
