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Problem 4 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). C 1Year Fund Market 2
Problem 4 Intro The following table shows rates of return for a mutual fund and the market portfolio (S&P 500). C 1Year Fund Market 2 1 14% 13% -15% -14% 3 2 4 3 -6% -5% 5 5% 28% 14% 8% 6 5 7 6 8% 5% Attempt 1/10 for 10 pts. Part 1 What is the arithmetic average return for the market portfolio? 3+ decima Submit Attempt 1/10 for 10 pts. Part 2 What is the covariance of returns? 4+ decima Submit Attempt 1/10 for 10 pts. Part 3 What is the variance of the market portfolio? 4+ decima Submit Attempt 1/10 for 10 pts. Part 4 What is the beta of the fund, using the industry model (not subtracting the risk-free rate)? 2+ decima Submit
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