Answered step by step
Verified Expert Solution
Question
1 Approved Answer
please help with this question my homework is due in 1 hour i am confused . please answer fast begin{tabular}{|lc|c|} hline & R (S&P 500)
please help with this question my homework is due in 1 hour i am confused . please answer fast \begin{tabular}{|lc|c|} \hline & R (S\&P 500) & R(DIS) \\ \hline Average & 12.0% & 20.0% \\ \hline Variance & 0.04537 & 0.08410 \\ \hline St. dev. & 21.3% & 29.0% \\ \hline \end{tabular} RA 1.0% \begin{tabular}{|l|c|c|} \hline Regression results \\ \hline Intercept & & \\ \hline Beta & 1 & 0.0155 \\ \hline St. Dev. (ei) & & 2.0 \\ \hline \end{tabular} \begin{tabular}{|l|c|c|} \hline Performance Measures \\ \hline Sharpe ratio & 0.5164 & 0.6552 \\ \hline M2 & & 2.96% \\ \hline R (CAPM Predicted) & & \\ \hline Jehnsen Alpha & & 23.00% \\ \hline Treynor index & 0.1100 & 3.00% \\ \hline \multicolumn{1}{l|}{A} & 0.0950 \\ \hline \end{tabular} Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation? A. A B. B C. C D. D A C B M2 Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation? A. A B. B C. C D. D \begin{tabular}{|lc|c|} \hline & R (S\&P 500) & R(DIS) \\ \hline Average & 12.0% & 20.0% \\ \hline Variance & 0.04537 & 0.08410 \\ \hline St. dev. & 21.3% & 29.0% \\ \hline \end{tabular} RA 1.0% \begin{tabular}{|l|c|c|} \hline Regression results \\ \hline Intercept & & \\ \hline Beta & 1 & 0.0155 \\ \hline St. Dev. (ei) & & 2.0 \\ \hline \end{tabular} \begin{tabular}{|l|c|c|} \hline Performance Measures \\ \hline Sharpe ratio & 0.5164 & 0.6552 \\ \hline M2 & & 2.96% \\ \hline R (CAPM Predicted) & & \\ \hline Jehnsen Alpha & & 23.00% \\ \hline Treynor index & 0.1100 & 3.00% \\ \hline \multicolumn{1}{l|}{A} & 0.0950 \\ \hline \end{tabular} Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation? A. A B. B C. C D. D A C B M2 Based on the tables and charts above, which chart represents depiction of DIS performance based on M2 evaluation? A. A B. B C. C D. D
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered 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