Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

For next 3 questions SUMMARY OUTPUT Regression Statistics Multiple R R Square Adjusted R Standard E Observatio Regressio Residual Total 0.945364 0.893714 0.88812 1.211465 61

For next 3 questions

SUMMARY OUTPUT

Regression Statistics

Multiple R

R Square

Adjusted R

Standard E

Observatio

Regressio

Residual

Total

0.945364

0.893714

0.88812

1.211465

61

3

57

60

703.4257

83.65596

787.0816

234.4752

1.467648

159.7625

1.03895E27

ANOVA

n

df SS

MS F

t Stat Pvalue

Significance F

Lower 95%

Coefficientstandard Erro

Upper 95% ower 95.0%Upper 95.0%

Intercept

0.37313

0.172766

2.15975

0.035012

0.719090107

0.02717

0.71909

0.02717

MktRF

1.16765

0.055737

20.9492

1.87E28

1.056038032

1.279262

1.056038

1.279262

SMB

0.044066

0.068291

0.645265

0.521344

0.092684148

0.180815

0.09268

0.180815

HML

0.14649

0.071428

2.05088

0.044886

0.003458134

0.289521

0.003458

0.289521

20. Examining the figure above, what is the information ratio?

21. Examining the figure above, is this a fund you would want to invest in? Why or why not.

22. Examining the figure above, what kind of fund is this?

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Fundamentals Of Investing

Authors: Scott B. Smart, Lawrence J. Gitman, Michael D. Joehnk

14th Edition

0135175216, 978-0135175217

More Books

Students also viewed these Finance questions

Question

Appreciate why organizational managers prefer to remain union-free

Answered: 1 week ago