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in. the sample of 50 retirement funds was selected, and information on the funds and past performance history was recorded. For each of the 50

in. the sample of 50 retirement funds was selected, and information on the funds and past performance history was recorded. For each of the 50 funds, data were collected on 13 variables as below.

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Fund Number Market Cap (Large L/ Med-cap M/ Small S)

Type

Growth G; Value V

Assets Turnover Ratio Beta SD Risk (Low L; Average A; High H) 1Yr Return% 3 Yr Return % 5 Yr Return % 10 Yr Return % Expense Ratio Star Rating
1 L G 309.90 12.21 1.15 18.72 L 28.99 24.26 11.06 8.97 1.22 4
2 L G 23.30 0.00 2.19 35.72 H 33.40 22.72 -4.89 0.02 1.90 2
3 L G 141.50 147.00 2.24 36.69 H 33.98 21.91 1.53 12.55 1.92 2
4 L G 118.50 5.00 2.24 36.63 H 33.78 21.89 1.57 12.69 1.73 2
5 L G 575.30 121.00 0.89 14.56 L 21.62 16.47 9.40 10.30 1.41 5
6 L G 1945.20 19.00 1.10 18.53 L 22.87 16.10 6.33 10.41 1.52 5
7 L G 98.70 111.00 1.13 17.98 L 17.41 13.44 3.58 6.03 0.88 4
8 L G 605.40 279.00 1.08 17.19 L 16.54 13.30 4.05 9.69 0.93 5
9 L G 66.50 94.00 1.06 16.71 L 15.72 13.16 2.85 5.69 1.04 4
10 L G 796.81 74.00 1.14 17.93 L 14.50 12.59 -0.33 6.77 0.81 3
11 L G 470.20 36.00 1.09 17.88 L 17.14 12.45 4.70 9.88 1.27 5
12 L G 15.10 58.00 1.15 18.60 L 15.23 12.39 5.85 7.44 1.18 5
13 L G 1132.70 229.00 1.10 17.38 L 18.62 12.16 2.51 8.73 0.90 4
14 L G 4758.60 169.00 1.04 16.78 L 22.45 12.15 2.74 9.53 0.96 5
15 L G 2005.70 75.00 1.04 16.22 L 15.66 12.14 3.40 9.44 1.00 4
16 L G 56.50 586.00 1.13 18.24 L 13.75 11.97 4.75 3.99 1.51 4
17 L G 87.50 73.00 0.98 15.26 L 14.62 11.84 1.75 8.46 0.91 4
18 L G 469.10 19.62 1.31 20.93 A 26.06 11.80 6.37 7.41 0.94 4
19 L G 46.60 5.00 1.10 17.87 L 15.72 11.44 3.93 9.37 1.73 4
20 L G 467.40 22.00 1.19 18.70 L 11.86 11.29 4.34 8.62 0.93 4
21 L G 125.80 15.00 1.05 17.05 L 18.64 11.21 1.59 4.80 1.55 3
22 L G 958.30 55.00 1.14 18.41 L 15.71 11.13 -0.12 10.32 1.00 4
23 L G 11305.10 95.00 1.16 18.40 L 17.77 11.07 4.05 7.10 0.90 4
24 L G 138.30 32.00 1.10 18.62 L 15.36 11.07 1.96 8.11 0.96 3
25 L G 484.10 13.00 1.15 18.09 L 17.33 11.04 3.54 6.31 0.59 4
26 L G 2.30 15.00 1.08 16.84 L 21.08 10.90 3.79 6.81 0.63 4
27 L G 44.90 19.00 0.92 14.42 L 18.12 10.86 2.85 1.38 1.10 4
28 L G 46.80 102.20 1.07 19.30 A 9.16 10.83 0.48 1.76 1.71 3
29 L G 280.40 27.99 1.13 17.83 L 22.02 10.68 9.03 8.99 1.16 5
30 L G 1310.60 64.00 1.08 16.94 L 16.63 10.67 1.52 8.60 0.88 4
31 L G 123.80 11.00 1.11 17.59 L 13.08 10.62 1.93 7.97 1.47 3
32 L G 358.20 46.00 1.07 17.21 L 12.49 10.56 2.44 7.48 1.32 4
33 L G 533.80 51.17 1.11 17.14 L 17.72 10.54 0.89 6.11 1.03 3
34 L G 163.40 79.00 1.01 15.70 L 13.42 10.52 2.80 3.06 0.47 4
35 L G 6190.00 13.00 1.10 17.40 L 14.18 10.43 1.21 5.94 0.99 3
36 L G 13.30 4.00 0.97 16.74 L 16.99 10.35 -0.42 3.80 4.16 2
37 L G 101.00 38.00 1.10 17.28 L 13.12 10.11 0.72 6.36 1.41 3
38 L G 1841.30 17.00 1.09 17.32 L 14.74 10.07 1.63 5.76 1.00 3
39 L G 2437.10 21.00 1.14 17.63 L 17.93 10.06 0.04 6.81 0.73 3
40 L G 71.70 3.58 0.99 15.35 L 12.27 10.02 2.42 6.42 1.00 4
41 L G 5287.50 149.00 1.24 20.15 A 11.29 10.01 3.13 9.93 0.91 4
42 L G 19.40 56.00 0.96 15.82 L 10.75 10.00 -1.50 -1.50 1.96 4
43 L G 613.40 65.00 1.13 17.92 L 12.57 9.95 -0.34 6.79 1.33 3
44 L G 104.60 185.00 1.13 17.62 L 17.67 9.92 1.59 6.68 1.30 3
45 L G 170.90 99.00 1.25 19.80 A 13.60 9.92 12.33 10.25 1.55 5
46 L G 66.60 11.00 0.96 15.24 L 12.18 9.75 3.68 6.86 1.34 4
47 L G 4.20 23.00 1.10 17.48 L 18.31 9.74 1.60 5.43 1.51 3
48 L G 5.70 81.00 1.06 16.80 L 17.07 9.69 1.99 8.09 1.11 4
49 L G 22.40 52.56 1.10 17.50 L 14.88 9.67 2.49 7.71 1.63 4
50 L G 66.50 83.00 1.14 17.93 L 15.13 9.65 0.12 7.07 1.06 3

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Q1a) Properly selected graphical displays, visualizing all these numbers and infer

Q1b) Infer based on the contingency table using fund type and risk

Q1c) What conclusion could you make after constructing histogram and frequency polygons of the one-year return with other growth funds?

Q1d) Analyze the differences in return in the past 3 years, in the past 5 years and the past 10 years to see how the growth funds, the value funds and the small, mid-cap and large market cap funds performed. (use descriptive statistics)

Q1e) Construct a correlation table among numerical variables and conclude.

Q1f) Fit a simple linear regression model, suitably defining the dependent and independent variable.

Q2) Based on the above analysis, write a managerial report.

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