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Return statistics for AT&T, General motors, the S&P 500 and the risk-free asset, Treasury bills, are given below: Part 3 Attempt 5/10 for 10 pts.
Return statistics for AT\&T, General motors, the S\&P 500 and the risk-free asset, Treasury bills, are given below: Part 3 Attempt 5/10 for 10 pts. What is the R2 of the regression? Part 4 Attempt 2/10 for 10 pts. What is the Jensen's alpha of the portfolio? Part 5 Attempt 2/10 for 10 pts. What is the portfolio's Sharpe ratio? What is the portfolio's Sharpe ratio? Part 6 What is the portfolio's Treynor ratio? Return statistics for AT\&T, General motors, the S\&P 500 and the risk-free asset, Treasury bills, are given below: Part 3 Attempt 5/10 for 10 pts. What is the R2 of the regression? Part 4 Attempt 2/10 for 10 pts. What is the Jensen's alpha of the portfolio? Part 5 Attempt 2/10 for 10 pts. What is the portfolio's Sharpe ratio? What is the portfolio's Sharpe ratio? Part 6 What is the portfolio's Treynor ratio Step by Step Solution
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Evolutionary Finance
Authors: Bartholomew Frederick Dowling
1st Edition
0230502199, 9780230502192
