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I need the following done in excel. PLEASE SHOW THE EXCEL CALCULATIONS. T-bill is used for the risk-free rate A E I J K. 2
I need the following done in excel. PLEASE SHOW THE EXCEL CALCULATIONS.
T-bill is used for the risk-free rate
A E I J K. 2 Ham F G H Covariance Matrix L ABC 0.25% 0.25% 0.11% 0.25% 1.21% 0.20% 0.11% 0.20% 0.64% 3 4 5 6 7 B C D I Summary Statistics Mean StDevBeta 1.10% 5.00% 0.60% 11.00% 0.90% 8.00% 0.50% 4.00% 0.10% A B C SP500 T-bill 1.1 A 1.5 B 0.9C 1 9 Find: Average Return, Average Excess Return, Standard Deviation, Beta, Alpha, Residual SD, Sharpe Ratio, Treyner Measure, Information Ratio 10 A E I J K. 2 Ham F G H Covariance Matrix L ABC 0.25% 0.25% 0.11% 0.25% 1.21% 0.20% 0.11% 0.20% 0.64% 3 4 5 6 7 B C D I Summary Statistics Mean StDevBeta 1.10% 5.00% 0.60% 11.00% 0.90% 8.00% 0.50% 4.00% 0.10% A B C SP500 T-bill 1.1 A 1.5 B 0.9C 1 9 Find: Average Return, Average Excess Return, Standard Deviation, Beta, Alpha, Residual SD, Sharpe Ratio, Treyner Measure, Information Ratio 10Step by Step Solution
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