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FLPSX alpha: 0.13 alphaTvalue: 1.44 betas: 0.91, 0.34, 0.09, 0.12, 0.1, 0.04 betasTvalue: 35.11, 8.83, 2.14, 2.39, 1.62, 2.16 2) Report the alpha, t-stat for
FLPSX
alpha: 0.13
alphaTvalue: 1.44
betas: 0.91, 0.34, 0.09, 0.12, 0.1, 0.04
betasTvalue: 35.11, 8.83, 2.14, 2.39, 1.62, 2.16
2) Report the alpha, t-stat for alpha, betas, and t-stats for the betas of the above mutual funds obtained from the web app.
3) Identify which alphas are positive or negative. Based on t-values, are they statistically different from zero? (Note: t-values above 1.68 or below -1.68 indicate 10% level statistical significance). Provide a brief interpretation based on the alphas and t-stats.
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