Question
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?
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