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Evaluating portfolio performance. Below are the recent performances of four investment funds, a market index a risk free asset (F): a. Fill in the empty

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Evaluating portfolio performance. Below are the recent performances of four investment funds, a market index a risk free asset (F): a. Fill in the empty cells in the table above. b. What are the alphas of the above portfolios? How did the investment formula form? Testing for informational efficiency. You want to test the speed with which stock market prices adjust to positive, announcements. Company A makes its earnings announcement on May 20 a company B on June 16. You collected for each company daily share price return days before the event day and two days after the event day as reported below company A has a beta of 1 and Company B a beta of 2. Evaluating portfolio performance. Below are the recent performances of four investment funds, a market index a risk free asset (F): a. Fill in the empty cells in the table above. b. What are the alphas of the above portfolios? How did the investment formula form? Testing for informational efficiency. You want to test the speed with which stock market prices adjust to positive, announcements. Company A makes its earnings announcement on May 20 a company B on June 16. You collected for each company daily share price return days before the event day and two days after the event day as reported below company A has a beta of 1 and Company B a beta of 2

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