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JAMFX alpha: 0.66 alphaTvalue: 2.32 betas: 1.15, 0.32, -0.64, -1.32, -0.4, 0.02 betasTvalue: 14.6, 2.73, -5.02, -8.82, -2.17, 0.38 2) Report the alpha, t-stat for
JAMFX
alpha: 0.66
alphaTvalue: 2.32
betas: 1.15, 0.32, -0.64, -1.32, -0.4, 0.02
betasTvalue: 14.6, 2.73, -5.02, -8.82, -2.17, 0.38
2) Report the alpha, t-stat for alpha, betas, and t-stats for the betas of the above mutual funds obtained from the web app.
3) Identify which alphas are positive or negative. Based on t-values, are they statistically different from zero? (Note: t-values above 1.68 or below -1.68 indicate 10% level statistical significance). Provide a brief interpretation based on the alphas and t-stats.
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