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Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). B 1 Year Fund Market 2 1
Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). B 1 Year Fund Market 2 1 14% 13% 3 2 -21% -14% 3 -6% -8% 5 4 5% 28% 6 5 14% 8% 7 6 15% 7% Part 1 - Attempt 1/10 for 8 pts. What is the arithmetic average return for the market portfolio? 3+ decimals Submit Part 2 Attempt 1/10 for 8 pts. What is the covariance of returns? 4+ decimals Submit - Attempt 1/10 for 8 pts. Part 2 What is the covariance of returns? 4+ decimals Submit - Attempt 1/10 for 8 pts. Part 3 What is the variance of the market portfolio? 4+ decimals Submit Part 4 18 Attempt 1/10 for 8 pts. What is the beta of the fund, using the industry model (not subtracting the risk- free rate)? 2+ decimals Submit
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