Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Past Returns and Standard Deviations Net Total Return Standard Deviation 1-Year 3-Year 1-Year 3-Year Dreyfus Large Cap 33.70% N/A 14.68% N/A Dreyfus Emerging Leaders 38.36%

Past Returns and Standard Deviations Net Total Return Standard Deviation
1-Year 3-Year 1-Year 3-Year
Dreyfus Large Cap 33.70% N/A 14.68% N/A
Dreyfus Emerging Leaders 38.36% 2.06% 20.81% 28.23%
Stadion Managed Portfolio 3.96% 2.09% 8.41% 8.04%
Wells Fargo Diversified Eq 33.00% 3.07% 14.97% 22.33%
Vanguard 500 Index 30.51% 3.28% 13.67% 21.20%
Barclays U.S. Treasury Bill Index 0.21% 0.59% 0.02% 0.25%
S&P 500 Index 30.69% 3.34% 13.76% 21.21%
Regression Against S&P 500 Index 1 Year Estimates 3-Year Estimates
Beta Beta
Dreyfus Large Cap 1.06 N/A
Dreyfus Emerging Leaders 1.43 1.25
Stadion Managed Portfolio 0.32 0.18
Wells Fargo Diversified Eq 1.09 1.05
Vanguard 500 Index 1.00 1.00
Notes:
Beta estimates are from a simple regression of the excess return on the fund against the excess returns of the benchmark.

Dreyfus Large Cap fund does not have a three-year return history, hence no three-year estimates.

Show me how to solve it in excel.

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Handbook Of Research On Decision Making Techniques In Financial Marketing

Authors: Hasan Dinçer, Serhat Yüksel

1st Edition

1799825590, 978-1799825593

More Books

Students also viewed these Finance questions