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Please answer all parts thank you in advance! :) Problem 11-01 Given the monthly returns that follow, find the R2, alpha, and beta of the
Please answer all parts thank you in advance! :)
Problem 11-01 Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places. Month Portfolio Return S&P 500 Return S January 5.7% 6.1% February -2.3 -2.9 March -1.5 -1.3 April 2.2 1.5 May 0.8 0.1 June -0.9 -0.6 July 0.1 0.7 August 1.6 September -0.6 0.0 October -3.7 -4.5 November 2.6 2.2 December 0.7 0.2 R2: Alpha: : % Beta: % Average return difference (with signs): Average return difference (without signs) % Problem 11-01 Given the monthly returns that follow, find the R2, alpha, and beta of the portfolio. Compute the average return differential with and without sign. Do not round intermediate calculations. Round your answers to two decimal places. Month Portfolio Return S&P 500 Return S January 5.7% 6.1% February -2.3 -2.9 March -1.5 -1.3 April 2.2 1.5 May 0.8 0.1 June -0.9 -0.6 July 0.1 0.7 August 1.6 September -0.6 0.0 October -3.7 -4.5 November 2.6 2.2 December 0.7 0.2 R2: Alpha: : % Beta: % Average return difference (with signs): Average return difference (without signs) %Step by Step Solution
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