part d, e, f, and g please and thank you!
Problem 18-10 Monthly Return Data for AFNDX, SPX, T-mal, and Fama-Irench Factors Wh kETURks to: F-F FACTOR S6 RETURNS: \begin{tabular}{|c|c|c|c|c|c|c|} \hline \multirow[b]{2}{*}{ Menth } & \multicolumn{3}{|c|}{ Th KETURNS Ton } & \multicolumn{3}{|c|}{ F-F FACTOR \& RETUENS: } \\ \hline & AFtobX & SpX Index & T-aill (AF) & Excess Mikt & & HMLL \\ \hlinet & 2.244 & 2.753 & Q.439 & 6.950 & 4.040 & 4.820 \\ \hline 2 & 7568 & 7,502 & 0.419 & 6.se0 & -3.470 & 0.080 \\ \hline 3 & 2102 & +1.985 & 0.450 & 1,590 & 3.130 & 1,090 \\ \hline 4 & 5005 & 6.240 & 0.440 & A, B & a. 068 & 6079 & Q.485 & sin8 & 4,630 & -4.010 \\ \hline 9 & -3.385 & 4.469 & 0.370 & 4.060 & 1,360 & 0.540 \\ \hline 10 & 6.991 & 2.450 & Q.45 & 2.190 & -2.360 & -0.760 \\ \hline 48 & 0.233 & -5.599 & 0.430 & -4.050 & 7,450 & 0.960 \\ \hline 12 & 3005 & 5.471 & 0.410 & 3320 & 2.570 & -0.390 \\ \hline 13 & .1 .600 & -3132 & 0.430 & -7.849 & -0.020 & 2500 \\ \hline 14 & -2.537 & 4.634 & 0.380 & 2.735 & -5.050 & 1.000 \\ \hline is & 0.445 & 1.726 & 0.490 & 1.332 & -2.340 & 3.590 \\ \hline 16 & 1/209 & 1.115 & 0.430 & 0.060 & -1.000 & -1.669 \\ \hline 47 & 8.308 & 7.200 & p.30p & 6.950 & 9.260 & 1,22a \\ \hline 18 & 3.917 & 5.118 & 0.400 & 4.700 & 1,443 & 1.920 \\ \hline 19 & 0.722 & 1.516 & 0.430 & c.sro & 0.420 & 0.210 \\ \hline 20 & -2.558 & -1.709 & 0.390 & -2.946 & -1.610 & 4.260 \\ \hline 21 & 4.632 & 4.053 & 0.400 & 2.865 & 1410 & +1.559 \\ \hline 22 & +1.003 & -1060 & 0.790 & 72.710 & -4.510 & -1.700 \\ \hlinen & -17.072 & 14,445 & 0.440 & .16 .170 & -5.938 & 3.010 \\ \hline 24 & 15. 70 a & 6.398 & 0,450 & 5.940 & A.038: & 1770 \\ \hline 25 & 3,54 & 8.118 & 0.395 & 2.300 & -3.35 & 2040 \\ \hline 26 & 3,125 & 6.054 & 0.300 & & 1,360 & -3.690 \\ \hline 2) & 10.520 & 5.J51 & 03ps & 5.946 & -0.320 & +.960 \\ \hline 24 & 6.031 & a.1a3 & 0.350 & 3.460 & 1.100 & $.160 \\ \hline & -4205 & -3.105 & 6.300 & -4.190 & & 1.650 \\ \hline & 5.434 & 4.906 & 0.420 & 3.318 & 3.420 & -1.036 \\ \hline il & 0.412 & & 0.380 & 4+w3 & 2.Hes & 2314 \\ \hline \end{tabular} Shape tatio for AWNDK. Simer catio fir 5x 1. Jensent aighe coeffelent. 2. Betu confticent: The futid is snil sigtey whatis then the market. descheancy. The portblo nas a nsk prenium per une of risk than the maket sortelis an indicated by the surfe rese The portule plots the sul, indicing risk-adjutes pertorinance, as ito t wale then the market pottolio's. Jacking error an a monthly basis: troving error on an almualited basis. The value of tracking error indeates that the manejer inwetrent styie is ved beciuse ere anfialized is tofamation ratio on e morthr basa: becisuse the ombalind is is : fegreite valuet, if any. 1. thichong coemoent , statistically 2. Dete coefficiens: trocis mort i vataticely sma innonoly 3. A. shased matare: , satintively
