Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). 1 Year Fund Market 2 1 14%
Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). 1 Year Fund Market 2 1 14% 13% 3 2 -15% -14% 43 -6% -4% 5 4 5% 28% 6 5 14% 8% 7 6 20% 5% Part 1 Attempt 1/10 for 10 pts. What is the arithmetic average return for the market portfolio? 3+ decimals Submit - Attempt 1/10 for 10 pts. Part 2 What is the covariance of returns? 4+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What is the variance of the market portfolio? 4+ decimals Submit Part 4 IB Attempt 1/10 for 10 pts. What is the beta of the fund, using the industry model (not subtracting the risk- free rate)? 2+ decimals Submit
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started