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Problem 12 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B 1 Year Fund
Problem 12 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). A B 1 Year Fund Market 2 1 14% 13% 3 2 -16% -14% 4 3 -6% -2% 5 4 5% 28% 6 5 14% 8% 7 6 19% 7% Part 1 | Attempt 1/3 for 10 pts. Regress the returns on the stock on the returns on the S&P 500. What is the beta of the fund, using the industry model (not subtracting the risk-free rate), i.e., the slope coefficient of the regression? 2+ decimals Submit
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