Question
Hello could you please see as attach the data history and answer those questions question1 : Determine the alpha and beta coefficients of each of
Hello could you please see as attach the data history and answer those questions
question1: Determine the alpha and beta coefficients of each of the 10 titles according to the single index model (Single
index model)
question2: Determine the alpha and beta coefficients of each of the 10 titles according to the MedAF model (CAPM);
question3: Build the optimal portfolio without constraints inequality; (Use the constant correlation model to determine the cut-off rate, assuming a correlation coefficient of 0.6)
question4: Determine the alpha and beta coefficients of each of the 10 titles according to the three-way Fama-French model
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